+4.7%
AMBA vs BG
+100.9%
-96.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +3.2% |
| 7D | +2.6% | +3.4% | -0.8% | +1.5% |
| 30D | -3.6% | -3.8% | +0.2% | -2.5% |
| 3M | -24.6% | -9.6% | -15.0% | -22.6% |
| 6M | -21.6% | -19.5% | -2.1% | -16.9% |
| YTD | -11.8% | +14.6% | -26.4% | -18.6% |
| 1Y | -33.2% | +6.6% | -39.8% | -36.8% |
| 3Y | +24.5% | +4.7% | +19.8% | +15.8% |
| 5Y | -67.7% | +22.1% | -89.7% | -72.6% |
| 10Y | +4.7% | +109.2% | -104.4% | -41.0% |
| All | +4.7% | +100.9% | -96.2% | -41.0% |
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