+318.8%
ADP vs AMBA
+7.9%
+310.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +0.9% | +2.6% | -1.6% | +0.6% |
| 30D | +11.9% | -3.6% | +15.5% | +12.1% |
| 3M | +13.7% | -24.6% | +38.3% | +16.5% |
| 6M | +46.8% | -21.6% | +68.4% | +46.7% |
| YTD | +21.8% | -11.8% | +33.6% | +19.1% |
| 1Y | +23.5% | -33.2% | +56.7% | +24.6% |
| 3Y | +44.1% | +24.5% | +19.6% | +27.2% |
| 5Y | +49.9% | -67.7% | +117.5% | +50.8% |
| 10Y | +318.8% | +4.7% | +314.0% | +205.3% |
| All | +318.8% | +7.9% | +310.9% | +205.3% |
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