+94.2%
XLK vs AMBA
+16.7%
+77.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.7% | 0.0% |
| 7D | -8.2% | -7.2% | -1.0% | -6.5% |
| 30D | -18.2% | -10.4% | -7.8% | -16.1% |
| 3M | -11.0% | -30.1% | +19.1% | -3.6% |
| 6M | -2.9% | -22.4% | +19.5% | -0.9% |
| YTD | +14.8% | -17.3% | +32.2% | +13.7% |
| 1Y | +14.5% | -35.4% | +49.9% | +19.8% |
| 3Y | +94.2% | +18.6% | +75.6% | +60.8% |
| All | +94.2% | +16.7% | +77.5% | +60.8% |
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