+480.0%
XLY vs AMBA
+837.3%
-357.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -2.0% | -11.0% | +9.0% | -0.1% |
| 30D | -3.1% | -23.2% | +20.0% | +1.0% |
| 3M | -1.8% | -12.7% | +10.9% | -1.5% |
| 6M | -0.9% | +11.2% | -12.1% | -5.6% |
| YTD | -3.4% | -11.2% | +7.8% | -5.0% |
| 1Y | -1.5% | -22.5% | +21.0% | -2.0% |
| 3Y | +38.8% | -1.3% | +40.1% | +27.0% |
| 5Y | +30.5% | -54.2% | +84.7% | +27.4% |
| 10Y | +215.3% | -6.1% | +221.4% | +159.0% |
| All | +480.0% | +837.3% | -357.3% | +270.3% |
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