+349.0%
ACWI vs AMBA
+807.9%
-458.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | -0.5% | -8.1% | +7.6% | +0.7% |
| 30D | -1.6% | -10.8% | +9.1% | -0.2% |
| 3M | -1.3% | -25.9% | +24.6% | +2.4% |
| 6M | +5.8% | -13.9% | +19.7% | +5.4% |
| YTD | +12.7% | -14.0% | +26.7% | +11.4% |
| 1Y | +15.0% | -25.7% | +40.7% | +15.4% |
| 3Y | +77.5% | +21.5% | +56.1% | +59.8% |
| 5Y | +61.9% | -68.9% | +130.8% | +65.3% |
| 10Y | +236.1% | +5.2% | +230.9% | +175.6% |
| All | +349.0% | +807.9% | -458.9% | +199.0% |
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