+246.4%
XLF vs AMBA
-5.3%
+251.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | +0.2% | -6.4% | +6.6% | +1.1% |
| 30D | -0.5% | -26.8% | +26.3% | +4.1% |
| 3M | +10.6% | -7.6% | +18.3% | +9.8% |
| 6M | +14.3% | +21.2% | -6.9% | +6.9% |
| YTD | +5.5% | -10.4% | +15.9% | +3.2% |
| 1Y | +9.6% | -24.4% | +34.0% | +9.0% |
| 3Y | +75.2% | +6.0% | +69.2% | +56.3% |
| 5Y | +65.5% | -53.9% | +119.4% | +57.4% |
| 10Y | +246.4% | -6.2% | +252.6% | +148.5% |
| All | +246.4% | -5.3% | +251.7% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling