+4.1%
AMBA vs BG
+16.9%
-12.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -11.0% | +2.8% | -13.8% | -11.3% |
| 30D | -23.2% | +12.0% | -35.2% | -24.5% |
| 3M | -12.7% | -7.7% | -5.0% | -11.0% |
| 6M | +11.2% | +4.5% | +6.7% | +9.6% |
| YTD | -11.2% | +35.7% | -46.9% | -18.4% |
| 1Y | -22.5% | +50.1% | -72.6% | -31.2% |
| All | +4.1% | +16.9% | -12.8% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling