+109.3%
XME vs AMBA
-70.4%
+179.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.8% | +2.0% |
| 7D | -4.5% | -7.2% | +2.8% | -2.9% |
| 30D | -10.9% | -10.4% | -0.5% | -8.9% |
| 3M | -15.3% | -30.1% | +14.9% | -8.9% |
| 6M | -24.6% | -22.4% | -2.2% | -23.0% |
| YTD | -9.6% | -17.3% | +7.7% | -9.9% |
| 1Y | +2.9% | -35.4% | +38.3% | +7.4% |
| 3Y | +86.9% | +18.6% | +68.3% | +62.1% |
| All | +109.3% | -70.4% | +179.7% | +95.0% |
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