+175.4%
XME vs AMBA
-54.5%
+229.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.1% | -11.0% | +10.9% | +2.4% |
| 30D | +6.0% | -23.2% | +29.2% | +11.9% |
| 3M | -7.7% | -12.7% | +5.0% | -7.1% |
| 6M | +1.0% | +11.2% | -10.3% | -4.7% |
| YTD | +14.6% | -11.2% | +25.9% | +12.9% |
| 1Y | +46.0% | -22.5% | +68.5% | +46.3% |
| 3Y | +127.0% | -1.3% | +128.3% | +104.5% |
| All | +175.4% | -54.5% | +229.9% | +139.5% |
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