+12.5%
A vs AMBA
-70.4%
+83.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +0.7% |
| 7D | -0.1% | -7.2% | +7.2% | +1.2% |
| 30D | +3.4% | -10.4% | +13.7% | +5.1% |
| 3M | +23.8% | -30.1% | +54.0% | +31.0% |
| 6M | +49.0% | -22.4% | +71.4% | +50.2% |
| YTD | +29.4% | -17.3% | +46.7% | +27.3% |
| 1Y | +19.4% | -35.4% | +54.8% | +22.8% |
| 3Y | +66.2% | +18.6% | +47.6% | +42.8% |
| All | +12.5% | -70.4% | +83.0% | +9.5% |
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