+55.4%
ACWI vs AMBA
-72.1%
+127.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.6% | -2.4% |
| 7D | -4.0% | -14.6% | +10.6% | -1.7% |
| 30D | -5.8% | -18.8% | +13.0% | -3.0% |
| 3M | -5.0% | -32.6% | +27.6% | +0.3% |
| 6M | +0.7% | -25.8% | +26.5% | +2.4% |
| YTD | +8.4% | -22.1% | +30.6% | +8.3% |
| 1Y | +10.1% | -36.2% | +46.3% | +13.0% |
| 3Y | +70.8% | +10.0% | +60.8% | +51.0% |
| 5Y | +55.4% | -71.6% | +126.9% | +53.4% |
| All | +55.4% | -72.1% | +127.5% | +53.4% |
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