-97.4%
ADVB vs AMBA
+2.6%
-100.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.4% | -0.1% | -10.6% |
| 7D | -28.0% | -14.6% | -13.5% | -29.5% |
| 30D | -70.2% | -18.8% | -51.4% | -71.0% |
| 3M | -76.1% | -32.6% | -43.5% | -77.2% |
| 6M | -72.3% | -25.8% | -46.5% | -73.6% |
| YTD | -67.5% | -22.1% | -45.3% | -68.8% |
| 1Y | -78.6% | -36.2% | -42.3% | -79.1% |
| All | -97.4% | +2.6% | -100.0% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling