+42.7%
XLP vs AMBA
-72.1%
+114.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.7% | -0.6% |
| 7D | +3.5% | -14.6% | +18.1% | +3.7% |
| 30D | +11.6% | -18.8% | +30.3% | +11.9% |
| 3M | +7.6% | -32.6% | +40.2% | +8.3% |
| 6M | +10.0% | -25.8% | +35.8% | +10.0% |
| YTD | +19.7% | -22.1% | +41.9% | +19.3% |
| 1Y | +23.5% | -36.2% | +59.7% | +23.8% |
| 3Y | +44.0% | +10.0% | +34.0% | +37.5% |
| 5Y | +42.7% | -71.6% | +114.3% | +37.7% |
| All | +42.7% | -72.1% | +114.8% | +37.7% |
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