+432.8%
XLV vs AMBA
+837.3%
-404.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | +0.2% | -11.0% | +11.1% | +1.2% |
| 30D | +4.4% | -23.2% | +27.6% | +6.7% |
| 3M | +13.2% | -12.7% | +25.9% | +13.1% |
| 6M | +10.1% | +11.2% | -1.1% | +6.8% |
| YTD | +11.7% | -11.2% | +22.9% | +10.3% |
| 1Y | +26.9% | -22.5% | +49.5% | +26.2% |
| 3Y | +35.0% | -1.3% | +36.3% | +27.1% |
| 5Y | +35.9% | -54.2% | +90.0% | +31.7% |
| 10Y | +179.0% | -6.1% | +185.1% | +133.6% |
| All | +432.8% | +837.3% | -404.5% | +273.7% |
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