+234.4%
XLF vs AMBA
+12.8%
+221.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +0.7% |
| 7D | +0.7% | 0.0% | +0.8% | +0.7% |
| 30D | +6.0% | -8.6% | +14.5% | +7.1% |
| 3M | +1.0% | -29.0% | +30.0% | +5.7% |
| 6M | +14.0% | -19.2% | +33.2% | +13.8% |
| YTD | +7.2% | -13.0% | +20.2% | +4.8% |
| 1Y | +11.6% | -31.3% | +42.9% | +12.8% |
| 3Y | +81.2% | +28.1% | +53.0% | +55.6% |
| 5Y | +57.9% | -69.4% | +127.3% | +62.4% |
| 10Y | +234.4% | +7.6% | +226.8% | +133.6% |
| All | +234.4% | +12.8% | +221.6% | +133.6% |
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