+180.6%
XLE vs AMBA
+722.2%
-541.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.5% | -1.8% |
| 7D | -10.3% | -14.6% | +4.3% | -8.6% |
| 30D | -3.3% | -18.8% | +15.5% | -1.0% |
| 3M | +8.2% | -32.6% | +40.8% | +12.9% |
| 6M | +5.0% | -25.8% | +30.8% | +6.0% |
| YTD | +40.6% | -22.1% | +62.7% | +39.8% |
| 1Y | +45.0% | -36.2% | +81.2% | +47.4% |
| 3Y | +56.3% | +10.0% | +46.3% | +41.1% |
| 5Y | +152.2% | -71.6% | +223.8% | +159.1% |
| 10Y | +173.0% | -4.7% | +177.7% | +116.0% |
| All | +180.6% | +722.2% | -541.6% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling