+59.6%
XLU vs AMBA
+23.3%
+36.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.7% | +1.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +5.7% | -8.6% | +14.3% | +5.9% |
| 3M | +1.2% | -29.0% | +30.1% | +1.8% |
| 6M | -0.7% | -19.2% | +18.5% | -0.8% |
| YTD | +4.7% | -13.0% | +17.7% | +4.1% |
| 1Y | +0.4% | -31.3% | +31.7% | +0.8% |
| 3Y | +59.6% | +28.1% | +31.5% | +47.3% |
| All | +59.6% | +23.3% | +36.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling