+519.5%
XLI vs AMBA
+837.3%
-317.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | -11.0% | +9.9% | +0.5% |
| 30D | -5.9% | -23.2% | +17.2% | -2.7% |
| 3M | -0.3% | -12.7% | +12.5% | 0.0% |
| 6M | +0.1% | +11.2% | -11.1% | -3.7% |
| YTD | +13.6% | -11.2% | +24.8% | +12.2% |
| 1Y | +17.2% | -22.5% | +39.7% | +16.9% |
| 3Y | +68.2% | -1.3% | +69.5% | +56.4% |
| 5Y | +80.7% | -54.2% | +134.9% | +75.3% |
| 10Y | +253.3% | -6.1% | +259.4% | +188.4% |
| All | +519.5% | +837.3% | -317.7% | +284.4% |
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