+240.2%
XLP vs AMBA
+837.3%
-597.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.0% | -11.0% | +9.9% | -0.5% |
| 30D | -0.9% | -23.2% | +22.3% | +0.2% |
| 3M | +3.8% | -12.7% | +16.5% | +3.8% |
| 6M | -1.7% | +11.2% | -12.9% | -3.3% |
| YTD | +10.3% | -11.2% | +21.5% | +9.5% |
| 1Y | +7.8% | -22.5% | +30.3% | +7.4% |
| 3Y | +27.2% | -1.3% | +28.5% | +22.6% |
| 5Y | +32.5% | -54.2% | +86.7% | +29.7% |
| 10Y | +101.8% | -6.1% | +107.9% | +80.5% |
| All | +240.2% | +837.3% | -597.0% | +161.9% |
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