+191.6%
XOM vs AMBA
+12.8%
+178.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -1.2% |
| 7D | -8.3% | 0.0% | -8.3% | -8.4% |
| 30D | -2.5% | -8.6% | +6.1% | -1.8% |
| 3M | +8.3% | -29.0% | +37.3% | +11.4% |
| 6M | +15.5% | -19.2% | +34.7% | +15.3% |
| YTD | +39.6% | -13.0% | +52.6% | +37.3% |
| 1Y | +44.6% | -31.3% | +75.9% | +45.4% |
| 3Y | +76.6% | +28.1% | +48.4% | +57.3% |
| 5Y | +195.8% | -69.4% | +265.2% | +203.6% |
| 10Y | +191.6% | +7.6% | +184.0% | +114.1% |
| All | +191.6% | +12.8% | +178.8% | +114.1% |
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