+204.5%
XOM vs AMBA
+837.3%
-632.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.8% | -11.0% | +12.7% | +2.8% |
| 30D | +5.9% | -23.2% | +29.0% | +8.1% |
| 3M | +5.6% | -12.7% | +18.3% | +5.5% |
| 6M | +7.9% | +11.2% | -3.4% | +4.6% |
| YTD | +35.2% | -11.2% | +46.4% | +33.4% |
| 1Y | +46.0% | -22.5% | +68.5% | +44.9% |
| 3Y | +55.0% | -1.3% | +56.3% | +45.4% |
| 5Y | +246.3% | -54.2% | +300.5% | +234.1% |
| 10Y | +181.0% | -6.1% | +187.1% | +133.5% |
| All | +204.5% | +837.3% | -632.8% | +100.9% |
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