+0.1%
AMBA vs BG
+111.0%
-110.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.1% |
| 7D | +2.7% | +2.6% | +0.1% | +1.9% |
| 30D | -2.2% | -6.7% | +4.5% | -0.1% |
| 3M | -26.6% | -9.3% | -17.4% | -24.7% |
| 6M | -26.8% | -18.3% | -8.4% | -22.7% |
| YTD | -15.1% | +16.2% | -31.3% | -22.0% |
| 1Y | -32.3% | +7.6% | -39.9% | -36.1% |
| 3Y | +19.8% | +6.6% | +13.2% | +10.8% |
| 5Y | -69.2% | +22.2% | -91.4% | -73.9% |
| All | +0.1% | +111.0% | -110.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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