+14.1%
XLRE vs AMBA
-25.6%
+39.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.1% | +3.3% |
| 7D | +7.1% | -8.1% | +15.2% | +7.0% |
| 30D | +10.9% | -10.8% | +21.7% | +10.8% |
| 3M | +0.7% | -25.9% | +26.6% | +0.4% |
| 6M | +4.1% | -13.9% | +18.0% | +3.8% |
| YTD | +14.5% | -14.0% | +28.5% | +13.4% |
| 1Y | +14.1% | -25.7% | +39.8% | +13.1% |
| All | +14.1% | -25.6% | +39.7% | +13.1% |
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