+88.2%
XLRE vs AMBA
+8.8%
+79.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.2% | +7.9% | -9.1% | -2.0% |
| 30D | -2.4% | -18.8% | +16.4% | -0.4% |
| 3M | -2.5% | +3.1% | -5.6% | -4.2% |
| 6M | +4.0% | +25.7% | -21.7% | -1.3% |
| YTD | +9.3% | -4.2% | +13.5% | +6.7% |
| 1Y | +5.6% | -18.4% | +24.0% | +4.2% |
| 3Y | +31.3% | +13.4% | +17.9% | +19.6% |
| 5Y | +9.5% | -54.2% | +63.8% | +5.3% |
| All | +88.2% | +8.8% | +79.4% | +49.0% |
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