+23.5%
XLP vs AMBA
-33.1%
+56.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.7% | -1.3% |
| 7D | +3.5% | -14.6% | +18.1% | +2.5% |
| 30D | +11.6% | -18.8% | +30.3% | +10.3% |
| 3M | +7.6% | -32.6% | +40.2% | +5.5% |
| 6M | +10.0% | -25.8% | +35.8% | +9.6% |
| YTD | +19.7% | -22.1% | +41.9% | +19.7% |
| 1Y | +23.5% | -36.2% | +59.7% | +22.4% |
| All | +23.5% | -33.1% | +56.6% | +22.4% |
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