+478.0%
XLF vs AMBA
+837.3%
-359.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | 0.0% | -11.0% | +11.0% | +1.5% |
| 30D | +0.2% | -23.2% | +23.3% | +3.6% |
| 3M | +11.7% | -12.7% | +24.4% | +11.7% |
| 6M | +13.8% | +11.2% | +2.6% | +8.8% |
| YTD | +7.0% | -11.2% | +18.2% | +5.2% |
| 1Y | +9.1% | -22.5% | +31.7% | +8.3% |
| 3Y | +75.6% | -1.3% | +76.9% | +61.7% |
| 5Y | +66.4% | -54.2% | +120.6% | +60.6% |
| 10Y | +250.3% | -6.1% | +256.4% | +182.2% |
| All | +478.0% | +837.3% | -359.3% | +244.4% |
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