+44.0%
XOP vs AMBA
+4.3%
+39.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -8.4% | -2.7% | -5.7% | -8.0% |
| 30D | -8.4% | -10.5% | +2.1% | -6.5% |
| 3M | +0.2% | -26.4% | +26.6% | +5.7% |
| 6M | +7.2% | -20.9% | +28.1% | +7.2% |
| YTD | +40.8% | -14.8% | +55.6% | +36.3% |
| 1Y | +36.3% | -36.1% | +72.4% | +39.8% |
| 3Y | +37.2% | +20.2% | +17.0% | +12.4% |
| 5Y | +86.6% | -67.2% | +153.9% | +92.0% |
| 10Y | +44.0% | +4.9% | +39.1% | -11.0% |
| All | +44.0% | +4.3% | +39.7% | -11.0% |
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 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