+110.6%
XLRE vs AMBA
+2.9%
+107.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.2% | -11.0% | +9.7% | -0.1% |
| 30D | -2.8% | -23.2% | +20.4% | -0.3% |
| 3M | -0.2% | -12.7% | +12.5% | -0.3% |
| 6M | +1.9% | +11.2% | -9.3% | -1.7% |
| YTD | +10.6% | -11.2% | +21.8% | +8.9% |
| 1Y | +8.8% | -22.5% | +31.4% | +8.0% |
| 3Y | +31.5% | -1.3% | +32.8% | +22.3% |
| 5Y | +6.6% | -54.2% | +60.7% | +2.5% |
| 10Y | +84.0% | -6.1% | +90.1% | +51.3% |
| All | +110.6% | +2.9% | +107.7% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling