+374.8%
ALL vs AMBA
-0.9%
+375.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.6% | -4.8% |
| 7D | -1.9% | -7.2% | +5.3% | -1.6% |
| 30D | +13.8% | -10.4% | +24.2% | +14.3% |
| 3M | -7.0% | -30.1% | +23.1% | -5.2% |
| 6M | +18.0% | -22.4% | +40.5% | +18.0% |
| YTD | +24.2% | -17.3% | +41.5% | +23.0% |
| 1Y | +31.2% | -35.4% | +66.6% | +32.2% |
| 3Y | +107.5% | +18.6% | +88.9% | +90.8% |
| 5Y | +144.8% | -69.8% | +214.6% | +149.2% |
| All | +374.8% | -0.9% | +375.6% | +260.8% |
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