+54.8%
XLF vs AMBA
-70.4%
+125.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.3% |
| 7D | +1.2% | -7.2% | +8.4% | +2.0% |
| 30D | +6.3% | -10.4% | +16.7% | +7.5% |
| 3M | -0.8% | -30.1% | +29.3% | +3.0% |
| 6M | +11.0% | -22.4% | +33.5% | +11.4% |
| YTD | +5.6% | -17.3% | +23.0% | +4.2% |
| 1Y | +10.8% | -35.4% | +46.2% | +12.7% |
| 3Y | +77.8% | +18.6% | +59.2% | +56.7% |
| All | +54.8% | -70.4% | +125.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling