+88.7%
XOP vs AMBA
-66.8%
+155.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.2% |
| 7D | +0.5% | +2.6% | -2.1% | +0.1% |
| 30D | -7.3% | -3.6% | -3.7% | -7.0% |
| 3M | +1.4% | -24.6% | +26.0% | +4.6% |
| 6M | +7.8% | -21.6% | +29.4% | +8.1% |
| YTD | +44.5% | -11.8% | +56.3% | +41.0% |
| 1Y | +37.0% | -33.2% | +70.2% | +39.2% |
| 3Y | +40.8% | +24.5% | +16.3% | +22.6% |
| 5Y | +88.7% | -67.7% | +156.3% | +80.6% |
| All | +88.7% | -66.8% | +155.4% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling