+34.8%
XLY vs AMBA
+4.1%
+30.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | -6.4% | +5.9% | +0.5% |
| 30D | -4.9% | -26.8% | +22.0% | -0.2% |
| 3M | -1.0% | -7.6% | +6.6% | -1.6% |
| 6M | 0.0% | +21.2% | -21.2% | -7.0% |
| YTD | -4.2% | -10.4% | +6.2% | -6.4% |
| 1Y | -2.7% | -24.4% | +21.8% | -3.1% |
| All | +34.8% | +4.1% | +30.7% | +19.0% |
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