+103.6%
AA vs AMBA
+722.2%
-618.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.4% | +4.1% | -2.8% |
| 7D | -3.7% | -14.6% | +10.9% | +0.4% |
| 30D | -10.8% | -18.8% | +8.0% | -6.0% |
| 3M | -19.1% | -32.6% | +13.5% | -10.9% |
| 6M | -38.7% | -25.8% | -12.9% | -37.0% |
| YTD | -27.1% | -22.1% | -5.0% | -27.3% |
| 1Y | +8.3% | -36.2% | +44.6% | +13.1% |
| 3Y | +49.6% | +10.0% | +39.6% | +28.0% |
| 5Y | -15.5% | -71.6% | +56.1% | -7.3% |
| 10Y | +60.9% | -4.7% | +65.6% | +19.1% |
| All | +103.6% | +722.2% | -618.6% | +12.7% |
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