+272.3%
XLP vs AMBA
+807.9%
-535.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.4% |
| 7D | +5.9% | -8.1% | +13.9% | +6.2% |
| 30D | +13.5% | -10.8% | +24.2% | +13.9% |
| 3M | +8.4% | -25.9% | +34.3% | +9.6% |
| 6M | +11.5% | -13.9% | +25.4% | +11.1% |
| YTD | +20.6% | -14.0% | +34.6% | +19.8% |
| 1Y | +24.3% | -25.7% | +50.0% | +24.1% |
| 3Y | +45.1% | +21.5% | +23.6% | +37.8% |
| 5Y | +44.6% | -68.9% | +113.6% | +44.9% |
| 10Y | +133.1% | +5.2% | +127.9% | +107.3% |
| All | +272.3% | +807.9% | -535.6% | +186.5% |
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 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