+47.6%
XOP vs AMBA
-20.7%
+68.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | +2.6% | -11.0% | +13.5% | +2.6% |
| 30D | +15.4% | -23.2% | +38.6% | +15.5% |
| 3M | +12.1% | -12.7% | +24.8% | +11.8% |
| 6M | +19.7% | +11.2% | +8.5% | +18.4% |
| YTD | +52.4% | -11.2% | +63.6% | +52.2% |
| 1Y | +47.6% | -22.5% | +70.1% | +48.0% |
| All | +47.6% | -20.7% | +68.2% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling