+218.0%
XLE vs AMBA
-54.5%
+272.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +2.2% | -11.0% | +13.2% | +3.1% |
| 30D | +11.8% | -23.2% | +34.9% | +13.9% |
| 3M | +9.8% | -12.7% | +22.5% | +9.8% |
| 6M | +15.6% | +11.2% | +4.4% | +12.1% |
| YTD | +45.3% | -11.2% | +56.5% | +43.4% |
| 1Y | +48.3% | -22.5% | +70.8% | +47.4% |
| 3Y | +55.4% | -1.3% | +56.8% | +45.7% |
| All | +218.0% | -54.5% | +272.5% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling