+63.4%
A vs AMBA
+10.0%
+53.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.4% | -1.6% |
| 7D | -5.2% | -14.6% | +9.4% | -2.9% |
| 30D | +1.4% | -18.8% | +20.2% | +4.5% |
| 3M | +21.9% | -32.6% | +54.5% | +28.7% |
| 6M | +46.7% | -25.8% | +72.5% | +48.5% |
| YTD | +27.2% | -22.1% | +49.3% | +26.1% |
| 1Y | +17.9% | -36.2% | +54.1% | +21.0% |
| All | +63.4% | +10.0% | +53.4% | +44.4% |
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