+20.7%
XLK vs AMBA
-25.6%
+46.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -7.6% | -8.1% | +0.5% | -6.1% |
| 30D | -12.2% | -10.8% | -1.4% | -10.3% |
| 3M | -5.5% | -25.9% | +20.5% | -0.4% |
| 6M | +9.2% | -13.9% | +23.0% | +8.1% |
| YTD | +23.0% | -14.0% | +37.0% | +18.5% |
| 1Y | +20.7% | -25.7% | +46.4% | +17.4% |
| All | +20.7% | -25.6% | +46.3% | +17.4% |
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 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