+0.3%
XRT vs AMBA
-54.5%
+54.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +0.8% | -11.0% | +11.8% | +3.1% |
| 30D | -4.2% | -23.2% | +19.0% | +0.8% |
| 3M | +5.1% | -12.7% | +17.8% | +4.9% |
| 6M | +2.4% | +11.2% | -8.8% | -5.0% |
| YTD | +3.2% | -11.2% | +14.4% | +0.1% |
| 1Y | +1.5% | -22.5% | +24.1% | -0.1% |
| 3Y | +40.6% | -1.3% | +41.9% | +21.2% |
| All | +0.3% | -54.5% | +54.8% | -6.9% |
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