+19.4%
A vs AMBA
-32.7%
+52.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +1.3% |
| 7D | -0.1% | -7.2% | +7.2% | +0.4% |
| 30D | +3.4% | -10.4% | +13.7% | +4.1% |
| 3M | +23.8% | -30.1% | +54.0% | +26.5% |
| 6M | +49.0% | -22.4% | +71.4% | +49.5% |
| YTD | +29.4% | -17.3% | +46.7% | +27.0% |
| 1Y | +19.4% | -35.4% | +54.8% | +21.1% |
| All | +19.4% | -32.7% | +52.1% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling