+15.1%
AGG vs AMBA
+2.6%
+12.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.6% | -0.3% |
| 7D | -0.2% | +2.5% | -2.6% | -0.2% |
| 30D | -0.2% | -16.1% | +15.9% | -0.1% |
| 3M | -0.7% | +4.6% | -5.3% | -0.8% |
| 6M | -1.8% | +29.2% | -30.9% | -2.1% |
| YTD | -0.6% | -2.9% | +2.3% | -0.7% |
| 1Y | +0.4% | -18.7% | +19.1% | +0.3% |
| 3Y | +13.2% | +14.9% | -1.7% | +12.4% |
| 5Y | -2.0% | -53.0% | +51.0% | -2.6% |
| 10Y | +15.1% | +8.3% | +6.7% | +14.0% |
| All | +15.1% | +2.6% | +12.5% | +14.0% |
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 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