+34.4%
XLV vs AMBA
-50.1%
+84.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -0.8% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | -1.1% | -16.1% | +15.0% | -0.1% |
| 3M | +8.2% | +4.6% | +3.6% | +6.9% |
| 6M | +8.9% | +29.2% | -20.3% | +4.9% |
| YTD | +8.5% | -2.9% | +11.4% | +6.6% |
| 1Y | +22.3% | -18.7% | +41.0% | +21.3% |
| 3Y | +32.6% | +14.9% | +17.8% | +23.8% |
| 5Y | +34.4% | -53.0% | +87.4% | +24.4% |
| All | +34.4% | -50.1% | +84.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling