+216.7%
XOM vs AMBA
+772.6%
-555.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.8% | -0.2% |
| 7D | -11.4% | -7.2% | -4.2% | -10.9% |
| 30D | +1.1% | -10.4% | +11.5% | +1.9% |
| 3M | +7.8% | -30.1% | +37.9% | +10.7% |
| 6M | +13.0% | -22.4% | +35.5% | +13.3% |
| YTD | +40.6% | -17.3% | +57.9% | +39.2% |
| 1Y | +49.1% | -35.4% | +84.5% | +50.7% |
| 3Y | +72.9% | +18.6% | +54.3% | +58.5% |
| 5Y | +204.0% | -69.8% | +273.8% | +207.9% |
| 10Y | +205.7% | +1.1% | +204.6% | +152.8% |
| All | +216.7% | +772.6% | -555.9% | +109.7% |
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