+227.3%
XLI vs AMBA
+0.6%
+226.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +4.3% | +10.7% | -6.4% | +2.6% |
| 30D | +0.5% | -5.0% | +5.5% | +1.1% |
| 3M | -8.6% | -26.9% | +18.3% | -4.6% |
| 6M | -2.3% | -21.9% | +19.6% | -1.4% |
| YTD | +10.1% | -13.8% | +23.9% | +8.4% |
| 1Y | +11.0% | -36.1% | +47.1% | +14.1% |
| 3Y | +72.3% | +21.6% | +50.7% | +51.6% |
| 5Y | +70.8% | -68.8% | +139.6% | +75.1% |
| All | +227.3% | +0.6% | +226.7% | +133.8% |
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