+313.1%
A vs AMBA
-0.9%
+314.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +0.6% |
| 7D | -0.1% | -7.2% | +7.2% | +1.2% |
| 30D | +3.4% | -10.4% | +13.7% | +5.2% |
| 3M | +23.8% | -30.1% | +54.0% | +31.2% |
| 6M | +49.0% | -22.4% | +71.4% | +50.3% |
| YTD | +29.4% | -17.3% | +46.7% | +27.5% |
| 1Y | +19.4% | -35.4% | +54.8% | +22.7% |
| 3Y | +66.2% | +18.6% | +47.6% | +44.1% |
| 5Y | +15.8% | -69.8% | +85.6% | +19.8% |
| All | +313.1% | -0.9% | +314.0% | +195.2% |
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