+316.8%
ADP vs AMBA
-0.9%
+317.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.4% | -1.9% |
| 7D | +3.2% | -7.2% | +10.5% | +3.9% |
| 30D | +14.9% | -10.4% | +25.3% | +15.9% |
| 3M | +11.6% | -30.1% | +41.7% | +15.3% |
| 6M | +48.5% | -22.4% | +70.9% | +48.4% |
| YTD | +20.6% | -17.3% | +37.9% | +18.7% |
| 1Y | +23.7% | -35.4% | +59.1% | +25.1% |
| 3Y | +47.8% | +18.6% | +29.2% | +31.1% |
| 5Y | +47.7% | -69.8% | +117.5% | +49.5% |
| All | +316.8% | -0.9% | +317.7% | +205.4% |
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 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