+8.8%
XLRE vs AMBA
-20.7%
+29.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -1.2% | -11.0% | +9.7% | -1.3% |
| 30D | -2.8% | -23.2% | +20.4% | -3.0% |
| 3M | -0.2% | -12.7% | +12.5% | -0.2% |
| 6M | +1.9% | +11.2% | -9.3% | +0.3% |
| YTD | +10.6% | -11.2% | +21.8% | +9.5% |
| 1Y | +8.8% | -22.5% | +31.4% | +7.7% |
| All | +8.8% | -20.7% | +29.5% | +7.7% |
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 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