+8.6%
AA vs AMBA
-32.7%
+41.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +2.2% |
| 7D | +0.9% | -7.2% | +8.1% | +1.7% |
| 30D | -6.7% | -10.4% | +3.7% | -5.7% |
| 3M | -16.3% | -30.1% | +13.8% | -13.4% |
| 6M | -37.1% | -22.4% | -14.7% | -36.6% |
| YTD | -25.0% | -17.3% | -7.7% | -24.1% |
| 1Y | +8.6% | -35.4% | +44.0% | +11.4% |
| All | +8.6% | -32.7% | +41.3% | +11.4% |
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 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