+9.4%
XOP vs AMBA
+837.3%
-827.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | +2.6% | -11.0% | +13.5% | +4.8% |
| 30D | +15.4% | -23.2% | +38.6% | +21.0% |
| 3M | +12.1% | -12.7% | +24.8% | +11.9% |
| 6M | +19.7% | +11.2% | +8.5% | +11.9% |
| YTD | +52.4% | -11.2% | +63.6% | +47.9% |
| 1Y | +47.6% | -22.5% | +70.1% | +45.2% |
| 3Y | +34.4% | -1.3% | +35.7% | +18.9% |
| 5Y | +154.4% | -54.2% | +208.6% | +141.0% |
| 10Y | +54.7% | -6.1% | +60.8% | +13.5% |
| All | +9.4% | +837.3% | -827.9% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling