+26.8%
AGG vs AMBA
+837.3%
-810.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -0.2% | -11.0% | +10.8% | -0.1% |
| 30D | -0.4% | -23.2% | +22.8% | -0.2% |
| 3M | -0.7% | -12.7% | +12.0% | -0.7% |
| 6M | -1.5% | +11.2% | -12.7% | -1.7% |
| YTD | -0.3% | -11.2% | +11.0% | -0.3% |
| 1Y | +1.3% | -22.5% | +23.9% | +1.3% |
| 3Y | +13.2% | -1.3% | +14.6% | +12.8% |
| 5Y | -1.4% | -54.2% | +52.7% | -1.8% |
| 10Y | +14.9% | -6.1% | +21.0% | +14.2% |
| All | +26.8% | +837.3% | -810.5% | +26.4% |
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