+164.1%
AA vs AMBA
+837.3%
-673.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -0.7% | -11.0% | +10.3% | +2.3% |
| 30D | +5.0% | -23.2% | +28.1% | +12.4% |
| 3M | -35.8% | -12.7% | -23.1% | -35.6% |
| 6M | -18.4% | +11.2% | -29.6% | -24.9% |
| YTD | -5.5% | -11.2% | +5.7% | -8.2% |
| 1Y | +61.0% | -22.5% | +83.5% | +60.1% |
| 3Y | +66.2% | -1.3% | +67.5% | +47.4% |
| 5Y | +11.4% | -54.2% | +65.5% | +8.1% |
| 10Y | +116.9% | -6.1% | +123.0% | +60.0% |
| All | +164.1% | +837.3% | -673.1% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling