+726.3%
ADP vs AMBA
+722.2%
+4.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +2.0% |
| 7D | +7.4% | -14.6% | +21.9% | +8.8% |
| 30D | +17.1% | -18.8% | +35.9% | +19.1% |
| 3M | +14.4% | -32.6% | +47.0% | +18.2% |
| 6M | +47.9% | -25.8% | +73.7% | +48.5% |
| YTD | +22.1% | -22.1% | +44.2% | +21.3% |
| 1Y | +21.8% | -36.2% | +58.0% | +23.0% |
| 3Y | +50.5% | +10.0% | +40.5% | +37.7% |
| 5Y | +49.6% | -71.6% | +121.1% | +51.6% |
| 10Y | +329.3% | -4.7% | +334.0% | +256.2% |
| All | +726.3% | +722.2% | +4.1% | +455.6% |
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