+66.8%
AA vs AMBA
+21.7%
+45.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.3% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | -0.6% | -2.2% | +1.6% | -0.2% |
| 3M | -19.7% | -26.6% | +7.0% | -13.4% |
| 6M | -41.6% | -26.8% | -14.8% | -39.6% |
| YTD | -24.6% | -15.1% | -9.5% | -27.1% |
| 1Y | +4.9% | -32.3% | +37.1% | +8.3% |
| 3Y | +66.8% | +19.8% | +47.0% | +28.9% |
| All | +66.8% | +21.7% | +45.1% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling