+122.2%
ALL vs AMBA
-54.5%
+176.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | 0.0% | -11.0% | +11.0% | +0.2% |
| 30D | -1.5% | -23.2% | +21.7% | -1.1% |
| 3M | +23.6% | -12.7% | +36.3% | +23.5% |
| 6M | +22.3% | +11.2% | +11.1% | +20.9% |
| YTD | +26.5% | -11.2% | +37.7% | +25.9% |
| 1Y | +27.0% | -22.5% | +49.5% | +26.7% |
| 3Y | +149.6% | -1.3% | +150.9% | +141.8% |
| All | +122.2% | -54.5% | +176.7% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling