+370.0%
ALL vs AMBA
+0.6%
+369.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | 0.0% | +10.7% | -10.7% | -0.6% |
| 30D | +12.8% | -5.0% | +17.9% | +13.0% |
| 3M | +4.7% | -26.9% | +31.6% | +6.4% |
| 6M | +24.9% | -21.9% | +46.8% | +25.0% |
| YTD | +30.0% | -13.8% | +43.8% | +28.4% |
| 1Y | +29.9% | -36.1% | +66.0% | +31.2% |
| 3Y | +117.5% | +21.6% | +95.9% | +99.9% |
| 5Y | +161.7% | -68.8% | +230.4% | +166.2% |
| All | +370.0% | +0.6% | +369.3% | +255.4% |
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 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