+533.6%
A vs AMBA
+837.3%
-303.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.9% | -11.0% | +9.0% | -0.1% |
| 30D | +6.9% | -23.2% | +30.1% | +11.5% |
| 3M | +9.2% | -12.7% | +21.9% | +9.5% |
| 6M | +25.7% | +11.2% | +14.5% | +19.5% |
| YTD | +11.5% | -11.2% | +22.8% | +9.4% |
| 1Y | +18.4% | -22.5% | +40.9% | +17.8% |
| 3Y | +26.6% | -1.3% | +27.9% | +16.1% |
| 5Y | -12.8% | -54.2% | +41.3% | -15.4% |
| 10Y | +247.2% | -6.1% | +253.3% | +176.7% |
| All | +533.6% | +837.3% | -303.7% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling