+53.6%
AA vs AMBA
+12.8%
+40.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.3% | +0.5% | +4.2% |
| 7D | +4.8% | 0.0% | +4.9% | +4.8% |
| 30D | -0.6% | -8.6% | +7.9% | +1.9% |
| 3M | -16.3% | -29.0% | +12.7% | -8.0% |
| 6M | -33.4% | -19.2% | -14.2% | -33.1% |
| YTD | -20.7% | -13.0% | -7.7% | -23.8% |
| 1Y | +12.9% | -31.3% | +44.2% | +15.8% |
| 3Y | +75.7% | +28.1% | +47.6% | +37.0% |
| 5Y | -6.8% | -69.4% | +62.6% | +0.8% |
| 10Y | +53.6% | +7.6% | +46.0% | -9.8% |
| All | +53.6% | +12.8% | +40.8% | -9.8% |
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 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