+50.7%
XRT vs AMBA
+16.7%
+33.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -2.5% |
| 7D | +0.9% | -7.2% | +8.1% | +1.7% |
| 30D | +7.9% | -10.4% | +18.3% | +9.1% |
| 3M | -0.2% | -30.1% | +29.9% | +4.0% |
| 6M | +5.6% | -22.4% | +28.0% | +5.8% |
| YTD | +5.7% | -17.3% | +23.0% | +3.6% |
| 1Y | +14.6% | -35.4% | +50.0% | +16.8% |
| 3Y | +50.7% | +18.6% | +32.1% | +22.0% |
| All | +50.7% | +16.7% | +33.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling