+642.1%
ADP vs AMBA
+837.3%
-195.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -3.4% | -11.0% | +7.5% | -2.4% |
| 30D | +2.8% | -23.2% | +26.0% | +5.3% |
| 3M | +20.9% | -12.7% | +33.6% | +20.7% |
| 6M | +29.9% | +11.2% | +18.7% | +25.4% |
| YTD | +9.6% | -11.2% | +20.9% | +8.0% |
| 1Y | -5.3% | -22.5% | +17.3% | -6.0% |
| 3Y | +16.5% | -1.3% | +17.8% | +8.6% |
| 5Y | +49.4% | -54.2% | +103.6% | +44.4% |
| 10Y | +282.2% | -6.1% | +288.3% | +217.3% |
| All | +642.1% | +837.3% | -195.1% | +394.9% |
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