+49.6%
ADP vs AMBA
+10.0%
+39.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +1.3% |
| 7D | +7.4% | -14.6% | +21.9% | +7.6% |
| 30D | +17.1% | -18.8% | +35.9% | +17.4% |
| 3M | +14.4% | -32.6% | +47.0% | +15.1% |
| 6M | +47.9% | -25.8% | +73.7% | +47.4% |
| YTD | +22.1% | -22.1% | +44.2% | +21.0% |
| 1Y | +21.8% | -36.2% | +58.0% | +21.9% |
| All | +49.6% | +10.0% | +39.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling