+143.2%
XLU vs AMBA
+2.6%
+140.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.4% | -9.6% | -1.6% |
| 7D | +0.6% | +2.5% | -1.8% | +0.5% |
| 30D | -0.4% | -16.1% | +15.7% | +0.5% |
| 3M | -1.7% | +4.6% | -6.4% | -2.7% |
| 6M | -7.1% | +29.2% | -36.3% | -9.8% |
| YTD | +1.9% | -2.9% | +4.8% | +0.6% |
| 1Y | +6.1% | -18.7% | +24.8% | +5.5% |
| 3Y | +48.8% | +14.9% | +33.9% | +41.3% |
| 5Y | +43.8% | -53.0% | +96.8% | +39.9% |
| 10Y | +143.2% | +8.3% | +134.9% | +108.6% |
| All | +143.2% | +2.6% | +140.6% | +108.6% |
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