+73.7%
XLI vs AMBA
+26.5%
+47.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.9% |
| 7D | +0.9% | +2.6% | -1.7% | +0.5% |
| 30D | +1.1% | -3.6% | +4.7% | +1.4% |
| 3M | -7.7% | -24.6% | +16.9% | -4.7% |
| 6M | -1.8% | -21.6% | +19.8% | -1.1% |
| YTD | +11.1% | -11.8% | +22.9% | +8.9% |
| 1Y | +12.1% | -33.2% | +45.3% | +14.0% |
| All | +73.7% | +26.5% | +47.2% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling