+81.6%
XLF vs AMBA
+21.7%
+59.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +2.7% | +2.7% | 0.0% | +2.4% |
| 30D | +7.6% | -2.2% | +9.8% | +7.7% |
| 3M | +1.1% | -26.6% | +27.7% | +3.5% |
| 6M | +15.9% | -26.8% | +42.7% | +17.0% |
| YTD | +8.4% | -15.1% | +23.6% | +6.7% |
| 1Y | +12.5% | -32.3% | +44.8% | +13.4% |
| 3Y | +81.6% | +19.8% | +61.7% | +61.3% |
| All | +81.6% | +21.7% | +59.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling