+47.4%
AIG vs AMBA
-70.4%
+117.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.1% | -10.1% | -4.4% |
| 7D | -5.1% | -7.2% | +2.2% | -4.6% |
| 30D | +2.8% | -10.4% | +13.1% | +3.5% |
| 3M | -2.1% | -30.1% | +28.0% | +0.4% |
| 6M | +1.4% | -22.4% | +23.8% | +1.5% |
| YTD | -7.4% | -17.3% | +10.0% | -8.5% |
| 1Y | +4.4% | -35.4% | +39.8% | +5.5% |
| 3Y | +30.0% | +18.6% | +11.4% | +15.1% |
| All | +47.4% | -70.4% | +117.8% | +40.2% |
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