+148.9%
XME vs AMBA
+722.2%
-573.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.4% | +3.8% | -3.6% |
| 7D | -10.5% | -14.6% | +4.1% | -7.5% |
| 30D | -16.5% | -18.8% | +2.3% | -12.8% |
| 3M | -19.2% | -32.6% | +13.4% | -12.5% |
| 6M | -23.8% | -25.8% | +2.0% | -21.4% |
| YTD | -12.6% | -22.1% | +9.6% | -11.6% |
| 1Y | -0.1% | -36.2% | +36.1% | +4.5% |
| 3Y | +79.3% | +10.0% | +69.3% | +59.3% |
| 5Y | +108.2% | -71.6% | +179.8% | +123.5% |
| 10Y | +292.6% | -4.7% | +297.3% | +200.2% |
| All | +148.9% | +722.2% | -573.3% | +32.3% |
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