+278.7%
XLU vs AMBA
+818.6%
-540.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.7% | +1.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | +5.7% | -8.6% | +14.3% | +6.1% |
| 3M | +1.2% | -29.0% | +30.1% | +2.6% |
| 6M | -0.7% | -19.2% | +18.5% | -0.7% |
| YTD | +4.7% | -13.0% | +17.7% | +4.0% |
| 1Y | +0.4% | -31.3% | +31.7% | +0.8% |
| 3Y | +59.6% | +28.1% | +31.5% | +52.1% |
| 5Y | +52.9% | -69.4% | +122.4% | +53.0% |
| 10Y | +153.5% | +7.6% | +145.8% | +129.7% |
| All | +278.7% | +818.6% | -540.0% | +210.6% |
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 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