-24.4%
AMBA vs BG
+50.6%
-75.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.4% | +1.3% |
| 7D | -6.4% | +2.4% | -8.8% | -6.2% |
| 30D | -26.8% | +15.0% | -41.9% | -25.8% |
| 3M | -7.6% | -0.7% | -7.0% | -5.5% |
| 6M | +21.2% | +7.5% | +13.7% | +22.8% |
| YTD | -10.4% | +41.6% | -52.0% | -11.8% |
| 1Y | -24.4% | +50.7% | -75.1% | -26.9% |
| All | -24.4% | +50.6% | -75.1% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling