+277.9%
XME vs AMBA
+4.3%
+273.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -0.2% | -2.7% | +2.5% | +0.5% |
| 30D | -9.2% | -10.5% | +1.3% | -6.8% |
| 3M | -17.8% | -26.4% | +8.7% | -12.1% |
| 6M | -20.0% | -20.9% | +0.9% | -18.6% |
| YTD | -6.6% | -14.8% | +8.2% | -7.6% |
| 1Y | +1.8% | -36.1% | +37.8% | +6.9% |
| 3Y | +98.7% | +20.2% | +78.5% | +69.5% |
| 5Y | +123.9% | -67.2% | +191.1% | +133.2% |
| 10Y | +277.9% | +4.9% | +272.9% | +152.1% |
| All | +277.9% | +4.3% | +273.5% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling