+66.2%
A vs AMBA
+16.7%
+49.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +0.8% |
| 7D | -0.1% | -7.2% | +7.2% | +1.0% |
| 30D | +3.4% | -10.4% | +13.7% | +4.9% |
| 3M | +23.8% | -30.1% | +54.0% | +30.0% |
| 6M | +49.0% | -22.4% | +71.4% | +49.9% |
| YTD | +29.4% | -17.3% | +46.7% | +27.1% |
| 1Y | +19.4% | -35.4% | +54.8% | +22.7% |
| 3Y | +66.2% | +18.6% | +47.6% | +45.6% |
| All | +66.2% | +16.7% | +49.5% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling