+10.7%
XLI vs AMBA
-34.6%
+45.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -1.5% | -2.6% | +1.1% | -1.3% |
| 30D | -0.3% | -10.5% | +10.2% | +0.5% |
| 3M | -8.4% | -26.4% | +18.1% | -6.2% |
| 6M | -2.1% | -20.9% | +18.8% | -2.1% |
| YTD | +9.6% | -14.8% | +24.4% | +7.1% |
| 1Y | +10.7% | -36.1% | +46.7% | +9.5% |
| All | +10.7% | -34.6% | +45.3% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling