+214.0%
AIG vs AMBA
+831.3%
-617.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.9% |
| 30D | +6.6% | -3.6% | +10.2% | +6.8% |
| 3M | +7.9% | -24.6% | +32.5% | +11.1% |
| 6M | +10.4% | -21.6% | +32.0% | +10.5% |
| YTD | -1.3% | -11.8% | +10.5% | -3.6% |
| 1Y | +11.5% | -33.2% | +44.7% | +12.6% |
| 3Y | +38.8% | +24.5% | +14.3% | +21.1% |
| 5Y | +57.8% | -67.7% | +125.5% | +59.4% |
| 10Y | +68.4% | +4.7% | +63.7% | +30.2% |
| All | +214.0% | +831.3% | -617.3% | +60.7% |
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