+1,241.8%
XLK vs AMBA
+799.5%
+442.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -4.3% | -2.7% | -1.7% | -3.8% |
| 30D | -15.0% | -10.5% | -4.5% | -13.1% |
| 3M | -9.2% | -26.4% | +17.2% | -3.8% |
| 6M | -3.5% | -20.9% | +17.4% | -1.8% |
| YTD | +17.7% | -14.8% | +32.5% | +17.0% |
| 1Y | +14.9% | -36.1% | +51.0% | +20.2% |
| 3Y | +91.8% | +20.2% | +71.5% | +69.0% |
| 5Y | +113.1% | -67.2% | +180.3% | +123.0% |
| 10Y | +703.1% | +4.9% | +698.2% | +543.3% |
| All | +1,241.8% | +799.5% | +442.3% | +740.8% |
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 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