+6.7%
XME vs AMBA
-25.6%
+32.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -5.5% | -8.1% | +2.6% | -4.0% |
| 30D | -11.1% | -10.8% | -0.4% | -9.4% |
| 3M | -11.1% | -25.9% | +14.8% | -6.7% |
| 6M | -18.0% | -13.9% | -4.1% | -18.2% |
| YTD | -7.4% | -14.0% | +6.6% | -9.4% |
| 1Y | +6.7% | -25.7% | +32.3% | +5.8% |
| All | +6.7% | -25.6% | +32.3% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling