+117.2%
ALL vs AMBA
+10.0%
+107.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.6% | -1.2% |
| 7D | +4.2% | -14.6% | +18.8% | +3.7% |
| 30D | +18.9% | -18.8% | +37.7% | +18.2% |
| 3M | +1.2% | -32.6% | +33.8% | +0.2% |
| 6M | +23.2% | -25.8% | +49.0% | +22.8% |
| YTD | +30.0% | -22.1% | +52.1% | +29.7% |
| 1Y | +39.6% | -36.2% | +75.8% | +39.4% |
| All | +117.2% | +10.0% | +107.2% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling