+11.9%
XLRE vs AMBA
-34.6%
+46.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.2% |
| 7D | +2.1% | -2.6% | +4.7% | +2.1% |
| 30D | +7.1% | -10.5% | +17.6% | +7.0% |
| 3M | +1.3% | -26.4% | +27.7% | +0.9% |
| 6M | +2.1% | -20.9% | +23.0% | +2.2% |
| YTD | +13.1% | -14.8% | +27.9% | +11.9% |
| 1Y | +11.9% | -36.1% | +48.0% | +11.0% |
| All | +11.9% | -34.6% | +46.5% | +11.0% |
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 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