+44.1%
AA vs AMBA
+0.6%
+43.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +5.3% | +10.7% | -5.4% | +2.1% |
| 30D | -2.3% | -5.0% | +2.8% | -0.9% |
| 3M | -20.8% | -26.9% | +6.1% | -13.6% |
| 6M | -39.8% | -21.9% | -17.9% | -38.9% |
| YTD | -23.3% | -13.8% | -9.5% | -26.1% |
| 1Y | +1.8% | -36.1% | +37.9% | +7.0% |
| 3Y | +69.5% | +21.6% | +47.9% | +34.5% |
| 5Y | -18.0% | -68.8% | +50.8% | -12.0% |
| All | +44.1% | +0.6% | +43.4% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling