+4.9%
AA vs AMBA
-35.5%
+40.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | +0.5% | +2.7% | -2.2% | +0.3% |
| 30D | -0.6% | -2.2% | +1.6% | -0.4% |
| 3M | -19.7% | -26.6% | +7.0% | -17.5% |
| 6M | -41.6% | -26.8% | -14.8% | -40.9% |
| YTD | -24.6% | -15.1% | -9.5% | -23.5% |
| 1Y | +4.9% | -32.3% | +37.1% | +5.4% |
| All | +4.9% | -35.5% | +40.3% | +5.4% |
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