+45.3%
XOP vs AMBA
-25.6%
+70.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -6.4% |
| 7D | -10.5% | -8.1% | -2.4% | -10.6% |
| 30D | -4.3% | -10.8% | +6.4% | -4.5% |
| 3M | +4.7% | -25.9% | +30.6% | +4.1% |
| 6M | -0.1% | -13.9% | +13.8% | 0.0% |
| YTD | +43.8% | -14.0% | +57.8% | +45.1% |
| 1Y | +45.3% | -25.7% | +71.0% | +46.7% |
| All | +45.3% | -25.6% | +70.9% | +46.7% |
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 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