+69.9%
XLI vs AMBA
-69.7%
+139.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +3.8% | +2.7% | +1.1% | +3.4% |
| 30D | +1.0% | -2.2% | +3.2% | +1.2% |
| 3M | -8.9% | -26.6% | +17.7% | -5.4% |
| 6M | -2.3% | -26.8% | +24.5% | -0.5% |
| YTD | +9.7% | -15.1% | +24.8% | +8.3% |
| 1Y | +12.3% | -32.3% | +44.6% | +14.1% |
| 3Y | +71.5% | +19.8% | +51.7% | +52.2% |
| All | +69.9% | -69.7% | +139.6% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling