+61.0%
AA vs AMBA
-20.7%
+81.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -0.7% | -11.0% | +10.3% | +1.0% |
| 30D | +5.0% | -23.2% | +28.1% | +8.9% |
| 3M | -35.8% | -12.7% | -23.1% | -35.6% |
| 6M | -18.4% | +11.2% | -29.6% | -23.1% |
| YTD | -5.5% | -11.2% | +5.7% | -6.6% |
| 1Y | +61.0% | -22.5% | +83.5% | +60.5% |
| All | +61.0% | -20.7% | +81.6% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling