+156.2%
ALL vs AMBA
-72.1%
+228.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.6% | -0.8% |
| 7D | +4.2% | -14.6% | +18.8% | +4.4% |
| 30D | +18.9% | -18.8% | +37.7% | +19.2% |
| 3M | +1.2% | -32.6% | +33.8% | +1.7% |
| 6M | +23.2% | -25.8% | +49.0% | +23.1% |
| YTD | +30.0% | -22.1% | +52.1% | +29.5% |
| 1Y | +39.6% | -36.2% | +75.8% | +40.0% |
| 3Y | +115.2% | +10.0% | +105.3% | +105.6% |
| 5Y | +156.2% | -71.6% | +227.8% | +147.9% |
| All | +156.2% | -72.1% | +228.3% | +147.9% |
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