+64.4%
AIG vs AMBA
+2.6%
+61.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | -3.3% | -16.1% | +12.8% | -1.1% |
| 3M | +2.2% | +4.6% | -2.5% | -0.5% |
| 6M | -2.1% | +29.2% | -31.3% | -9.0% |
| YTD | -11.2% | -2.9% | -8.3% | -14.3% |
| 1Y | -2.1% | -18.7% | +16.6% | -4.1% |
| 3Y | +34.4% | +14.9% | +19.5% | +16.9% |
| 5Y | +53.7% | -53.0% | +106.7% | +45.1% |
| 10Y | +64.4% | +8.3% | +56.1% | +10.8% |
| All | +64.4% | +2.6% | +61.8% | +10.8% |
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