+1,344.8%
ADI vs AMBA
+831.3%
+513.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.1% |
| 7D | +0.7% | +2.6% | -1.9% | +0.2% |
| 30D | +0.7% | -3.6% | +4.3% | +1.8% |
| 3M | +6.5% | -24.6% | +31.1% | +14.1% |
| 6M | -2.7% | -21.6% | +18.9% | -0.1% |
| YTD | +52.2% | -11.8% | +64.0% | +49.4% |
| 1Y | +77.5% | -33.2% | +110.6% | +85.7% |
| 3Y | +148.8% | +24.5% | +124.3% | +111.0% |
| 5Y | +142.9% | -67.7% | +210.5% | +162.2% |
| 10Y | +653.2% | +4.7% | +648.5% | +466.2% |
| All | +1,344.8% | +831.3% | +513.5% | +665.9% |
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 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