+75.8%
XOP vs AMBA
-70.4%
+146.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.0% |
| 7D | -14.7% | -7.2% | -7.5% | -13.9% |
| 30D | -7.7% | -10.4% | +2.7% | -6.6% |
| 3M | +4.4% | -30.1% | +34.6% | +8.8% |
| 6M | +3.5% | -22.4% | +26.0% | +3.9% |
| YTD | +39.4% | -17.3% | +56.8% | +37.1% |
| 1Y | +39.8% | -35.4% | +75.2% | +42.4% |
| 3Y | +29.7% | +18.6% | +11.0% | +13.3% |
| All | +75.8% | -70.4% | +146.2% | +72.3% |
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