+216.7%
ACWI vs AMBA
-0.9%
+217.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.2% | -1.0% |
| 7D | -2.4% | -7.2% | +4.9% | -1.2% |
| 30D | -5.2% | -10.4% | +5.2% | -3.7% |
| 3M | -4.8% | -30.1% | +25.3% | +0.2% |
| 6M | -1.3% | -22.4% | +21.1% | -0.3% |
| YTD | +8.4% | -17.3% | +25.7% | +7.4% |
| 1Y | +11.0% | -35.4% | +46.4% | +14.0% |
| 3Y | +70.6% | +18.6% | +51.9% | +49.8% |
| 5Y | +55.3% | -69.8% | +125.1% | +60.1% |
| All | +216.7% | -0.9% | +217.6% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling