+113.0%
XLRE vs AMBA
+4.3%
+108.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.1% |
| 7D | +2.1% | -2.6% | +4.7% | +2.3% |
| 30D | +7.1% | -10.5% | +17.6% | +8.2% |
| 3M | +1.3% | -26.4% | +27.7% | +4.1% |
| 6M | +2.1% | -20.9% | +23.0% | +2.2% |
| YTD | +13.1% | -14.8% | +27.9% | +11.5% |
| 1Y | +11.9% | -36.1% | +48.0% | +13.7% |
| 3Y | +43.7% | +20.2% | +23.4% | +29.2% |
| 5Y | +9.7% | -67.2% | +77.0% | +9.5% |
| 10Y | +113.0% | +5.0% | +108.1% | +69.2% |
| All | +113.0% | +4.3% | +108.7% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling