+226.3%
XME vs AMBA
+837.3%
-611.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -0.1% | -11.0% | +10.9% | +2.3% |
| 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% | -4.4% |
| YTD | +14.6% | -11.2% | +25.9% | +13.1% |
| 1Y | +46.0% | -22.5% | +68.5% | +46.6% |
| 3Y | +127.0% | -1.3% | +128.3% | +106.5% |
| 5Y | +175.8% | -54.2% | +230.0% | +167.8% |
| 10Y | +414.6% | -6.1% | +420.8% | +292.6% |
| All | +226.3% | +837.3% | -611.0% | +69.3% |
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