-12.0%
A vs AMBA
-54.5%
+42.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.9% | -11.0% | +9.0% | 0.0% |
| 30D | +6.9% | -23.2% | +30.1% | +11.8% |
| 3M | +9.2% | -12.7% | +21.9% | +9.4% |
| 6M | +25.7% | +11.2% | +14.5% | +18.4% |
| YTD | +11.5% | -11.2% | +22.8% | +8.9% |
| 1Y | +18.4% | -22.5% | +40.9% | +17.5% |
| 3Y | +26.6% | -1.3% | +27.9% | +13.5% |
| All | -12.0% | -54.5% | +42.5% | -20.7% |
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