-15.5%
AA vs AMBA
-72.1%
+56.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.4% | +4.1% | -2.8% |
| 7D | -3.7% | -14.6% | +10.9% | +0.5% |
| 30D | -10.8% | -18.8% | +8.0% | -5.9% |
| 3M | -19.1% | -32.6% | +13.5% | -10.7% |
| 6M | -38.7% | -25.8% | -12.9% | -37.1% |
| YTD | -27.1% | -22.1% | -5.0% | -27.6% |
| 1Y | +8.3% | -36.2% | +44.6% | +13.2% |
| 3Y | +49.6% | +10.0% | +39.6% | +23.9% |
| 5Y | -15.5% | -71.6% | +56.1% | -24.8% |
| All | -15.5% | -72.1% | +56.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling