+27.6%
XLY vs AMBA
-53.9%
+81.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -3.9% | +7.1% | -10.9% | -5.3% |
| 30D | -6.1% | -18.1% | +12.0% | -2.5% |
| 3M | -1.2% | +8.4% | -9.5% | -5.2% |
| 6M | -1.8% | +25.7% | -27.5% | -10.6% |
| YTD | -5.9% | -4.2% | -1.7% | -9.8% |
| 1Y | -3.1% | -18.7% | +15.6% | -5.1% |
| 3Y | +36.0% | +13.3% | +22.7% | +14.6% |
| 5Y | +27.6% | -54.2% | +81.8% | +19.0% |
| All | +27.6% | -53.9% | +81.4% | +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 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