+225.2%
XLF vs AMBA
+7.9%
+217.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.1% |
| 7D | -1.0% | +2.6% | -3.5% | -1.4% |
| 30D | +6.5% | -3.6% | +10.1% | +6.8% |
| 3M | +1.8% | -24.6% | +26.4% | +5.5% |
| 6M | +15.4% | -21.6% | +37.0% | +15.8% |
| YTD | +8.4% | -11.8% | +20.1% | +5.7% |
| 1Y | +11.9% | -33.2% | +45.1% | +13.7% |
| 3Y | +81.1% | +24.5% | +56.6% | +56.4% |
| 5Y | +59.5% | -67.7% | +127.1% | +62.5% |
| 10Y | +225.2% | +4.7% | +220.4% | +127.6% |
| All | +225.2% | +7.9% | +217.3% | +127.6% |
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