+145.7%
XLK vs AMBA
-53.5%
+199.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.3% | -6.4% | +8.7% | +4.0% |
| 30D | -0.1% | -26.8% | +26.8% | +8.0% |
| 3M | +2.1% | -7.6% | +9.8% | +1.8% |
| 6M | +37.2% | +21.2% | +16.0% | +25.2% |
| YTD | +30.8% | -10.4% | +41.2% | +27.8% |
| 1Y | +42.6% | -24.4% | +67.0% | +43.5% |
| 3Y | +121.8% | +6.0% | +115.8% | +90.4% |
| 5Y | +145.7% | -53.9% | +199.6% | +131.5% |
| All | +145.7% | -53.5% | +199.2% | +131.5% |
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