+16.0%
AA vs AMBA
-25.6%
+41.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +2.9% |
| 7D | +0.9% | -8.1% | +9.0% | +1.8% |
| 30D | -6.4% | -10.8% | +4.3% | -5.4% |
| 3M | -13.0% | -25.9% | +13.0% | -10.4% |
| 6M | -34.6% | -13.9% | -20.8% | -34.9% |
| YTD | -23.0% | -14.0% | -9.0% | -22.6% |
| 1Y | +16.0% | -25.7% | +41.7% | +18.1% |
| All | +16.0% | -25.6% | +41.6% | +18.1% |
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 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