+127.1%
XYL vs AMBA
-0.9%
+127.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -3.2% |
| 7D | +5.9% | -7.2% | +13.1% | +7.0% |
| 30D | -3.9% | -10.4% | +6.5% | -2.6% |
| 3M | -18.7% | -30.1% | +11.4% | -14.4% |
| 6M | -16.9% | -22.4% | +5.6% | -16.6% |
| YTD | -27.4% | -17.3% | -10.0% | -28.6% |
| 1Y | -34.0% | -35.4% | +1.4% | -32.6% |
| 3Y | +5.6% | +18.6% | -13.0% | -9.1% |
| 5Y | -20.6% | -69.8% | +49.3% | -18.2% |
| All | +127.1% | -0.9% | +127.9% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling