+190.0%
XLE vs AMBA
+837.3%
-647.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +2.2% | -11.0% | +13.2% | +3.6% |
| 30D | +11.8% | -23.2% | +34.9% | +15.2% |
| 3M | +9.8% | -12.7% | +22.5% | +9.8% |
| 6M | +15.6% | +11.2% | +4.4% | +10.7% |
| YTD | +45.3% | -11.2% | +56.5% | +42.7% |
| 1Y | +48.3% | -22.5% | +70.8% | +46.9% |
| 3Y | +55.4% | -1.3% | +56.8% | +43.1% |
| 5Y | +216.1% | -54.2% | +270.3% | +202.4% |
| 10Y | +178.4% | -6.1% | +184.5% | +120.3% |
| All | +190.0% | +837.3% | -647.3% | +73.4% |
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