+224.2%
XLF vs AMBA
+4.3%
+219.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +1.9% | -2.6% | +4.6% | +2.2% |
| 30D | +6.5% | -10.5% | +17.0% | +8.0% |
| 3M | +1.2% | -26.4% | +27.6% | +5.3% |
| 6M | +14.6% | -20.9% | +35.5% | +14.7% |
| YTD | +7.7% | -14.8% | +22.5% | +5.6% |
| 1Y | +11.8% | -36.1% | +47.9% | +14.3% |
| 3Y | +80.1% | +20.2% | +59.8% | +56.3% |
| 5Y | +59.0% | -67.2% | +126.2% | +61.3% |
| 10Y | +224.2% | +5.0% | +219.2% | +127.1% |
| All | +224.2% | +4.3% | +219.8% | +127.1% |
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