+13.8%
A vs AMBA
-72.1%
+85.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.4% | -1.4% |
| 7D | -5.2% | -14.6% | +9.4% | -2.6% |
| 30D | +1.4% | -18.8% | +20.2% | +5.0% |
| 3M | +21.9% | -32.6% | +54.5% | +29.8% |
| 6M | +46.7% | -25.8% | +72.5% | +48.9% |
| YTD | +27.2% | -22.1% | +49.3% | +26.5% |
| 1Y | +17.9% | -36.2% | +54.1% | +21.3% |
| 3Y | +61.1% | +10.0% | +51.1% | +40.2% |
| 5Y | +13.8% | -71.6% | +85.4% | +12.1% |
| All | +13.8% | -72.1% | +85.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling