+481.1%
XLF vs AMBA
+810.0%
-328.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.2% | +10.7% | -9.4% | -0.2% |
| 30D | +6.2% | -5.0% | +11.2% | +6.7% |
| 3M | +0.9% | -26.9% | +27.8% | +4.5% |
| 6M | +13.6% | -21.9% | +35.6% | +14.1% |
| YTD | +7.6% | -13.8% | +21.4% | +5.7% |
| 1Y | +10.2% | -36.1% | +46.2% | +12.4% |
| 3Y | +79.8% | +21.6% | +58.2% | +60.1% |
| 5Y | +58.0% | -68.8% | +126.7% | +60.7% |
| 10Y | +222.8% | +2.3% | +220.5% | +157.6% |
| All | +481.1% | +810.0% | -328.9% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling