+47.8%
AA vs AMBA
+7.9%
+39.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.9% | +1.6% |
| 7D | +1.1% | +2.6% | -1.4% | +0.4% |
| 30D | -1.3% | -3.6% | +2.3% | -0.3% |
| 3M | -23.9% | -24.6% | +0.7% | -17.8% |
| 6M | -36.8% | -21.6% | -15.2% | -35.9% |
| YTD | -22.2% | -11.8% | -10.4% | -25.5% |
| 1Y | +10.4% | -33.2% | +43.5% | +14.3% |
| 3Y | +72.0% | +24.5% | +47.5% | +35.5% |
| 5Y | -15.6% | -67.7% | +52.0% | -10.5% |
| 10Y | +47.8% | +4.7% | +43.0% | -12.7% |
| All | +47.8% | +7.9% | +39.9% | -12.7% |
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