+159.4%
XLU vs AMBA
+4.3%
+155.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | +0.7% | -2.6% | +3.4% | +0.8% |
| 30D | +5.6% | -10.5% | +16.1% | +6.1% |
| 3M | +2.1% | -26.4% | +28.6% | +3.6% |
| 6M | -0.9% | -20.9% | +20.0% | -0.8% |
| YTD | +4.6% | -14.8% | +19.4% | +3.8% |
| 1Y | +0.3% | -36.1% | +36.4% | +1.3% |
| 3Y | +58.6% | +20.2% | +38.3% | +49.7% |
| 5Y | +51.5% | -67.2% | +118.7% | +51.2% |
| 10Y | +159.4% | +5.0% | +154.4% | +122.4% |
| All | +159.4% | +4.3% | +155.0% | +122.4% |
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