-23.4%
XYL vs AMBA
-68.7%
+45.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -6.0% | +10.7% | -16.7% | -7.5% |
| 30D | -8.3% | -5.0% | -3.3% | -7.9% |
| 3M | -22.6% | -26.9% | +4.3% | -19.4% |
| 6M | -15.0% | -21.9% | +6.9% | -14.8% |
| YTD | -30.2% | -13.8% | -16.4% | -31.9% |
| 1Y | -36.4% | -36.1% | -0.3% | -34.9% |
| 3Y | -0.9% | +21.6% | -22.5% | -15.4% |
| 5Y | -23.4% | -68.8% | +45.4% | -26.7% |
| All | -23.4% | -68.7% | +45.4% | -26.7% |
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