-87.2%
ADVB vs AMBA
+17.0%
-104.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | -3.8% | -11.0% | +7.2% | -5.3% |
| 30D | +17.6% | -23.2% | +40.7% | +13.5% |
| 3M | +119.1% | -12.7% | +131.8% | +115.0% |
| 6M | +103.4% | +11.2% | +92.2% | +95.1% |
| YTD | +59.8% | -11.2% | +71.1% | +55.0% |
| 1Y | +8.5% | -22.5% | +31.1% | +5.4% |
| All | -87.2% | +17.0% | -104.2% | -89.9% |
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 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