-3.2%
XRT vs AMBA
-72.1%
+68.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -1.0% |
| 7D | +2.3% | -14.6% | +16.9% | +5.4% |
| 30D | +9.8% | -18.8% | +28.6% | +13.9% |
| 3M | -0.2% | -32.6% | +32.4% | +6.9% |
| 6M | +8.4% | -25.8% | +34.2% | +9.6% |
| YTD | +7.5% | -22.1% | +29.6% | +6.1% |
| 1Y | +13.2% | -36.2% | +49.4% | +16.0% |
| 3Y | +52.0% | +10.0% | +42.0% | +24.8% |
| 5Y | -3.2% | -71.6% | +68.4% | -2.6% |
| All | -3.2% | -72.1% | +68.9% | -2.6% |
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