+7.0%
XLRE vs AMBA
-53.5%
+60.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.3% | -6.4% | +6.1% | +0.3% |
| 30D | -2.4% | -26.8% | +24.4% | +0.4% |
| 3M | +0.6% | -7.6% | +8.2% | 0.0% |
| 6M | +3.9% | +21.2% | -17.2% | -0.9% |
| YTD | +10.5% | -10.4% | +20.9% | +8.7% |
| 1Y | +8.4% | -24.4% | +32.8% | +7.9% |
| 3Y | +32.8% | +6.0% | +26.8% | +21.1% |
| 5Y | +7.0% | -53.9% | +60.9% | +0.8% |
| All | +7.0% | -53.5% | +60.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling