+54.0%
XLV vs AMBA
-69.7%
+123.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +2.0% |
| 30D | +8.6% | -2.2% | +10.7% | +8.6% |
| 3M | +12.6% | -26.6% | +39.2% | +14.4% |
| 6M | +29.8% | -26.8% | +56.6% | +30.6% |
| YTD | +23.5% | -15.1% | +38.6% | +22.1% |
| 1Y | +25.7% | -32.3% | +58.0% | +26.4% |
| 3Y | +56.3% | +19.8% | +36.5% | +44.6% |
| All | +54.0% | -69.7% | +123.8% | +49.1% |
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