+371.6%
ALL vs AMBA
-0.9%
+372.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.4% |
| 7D | +5.0% | +2.7% | +2.4% | +4.8% |
| 30D | +13.3% | -2.2% | +15.5% | +13.3% |
| 3M | +3.2% | -26.6% | +29.8% | +4.8% |
| 6M | +25.3% | -26.8% | +52.1% | +26.0% |
| YTD | +30.5% | -15.1% | +45.6% | +29.0% |
| 1Y | +29.2% | -32.3% | +61.5% | +29.8% |
| 3Y | +119.1% | +19.8% | +99.3% | +101.5% |
| 5Y | +162.6% | -69.2% | +231.9% | +167.4% |
| All | +371.6% | -0.9% | +372.6% | +257.0% |
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