+417.6%
XYL vs AMBA
+837.3%
-419.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -5.0% | -11.0% | +5.9% | -3.4% |
| 30D | -13.2% | -23.2% | +9.9% | -9.9% |
| 3M | -3.7% | -12.7% | +9.0% | -3.7% |
| 6M | -17.7% | +11.2% | -28.9% | -21.6% |
| YTD | -21.5% | -11.2% | -10.3% | -22.9% |
| 1Y | -24.5% | -22.5% | -2.0% | -25.0% |
| 3Y | +6.9% | -1.3% | +8.3% | -2.1% |
| 5Y | -18.1% | -54.2% | +36.1% | -20.7% |
| 10Y | +134.7% | -6.1% | +140.8% | +88.1% |
| All | +417.6% | +837.3% | -419.7% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling