-71.2%
AMBA vs BG
+21.4%
-92.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.6% | +6.0% |
| 7D | -7.2% | +2.5% | -9.8% | -7.8% |
| 30D | -10.4% | -6.1% | -4.3% | -9.4% |
| 3M | -30.1% | -8.5% | -21.6% | -29.1% |
| 6M | -22.4% | -20.4% | -2.0% | -18.6% |
| YTD | -17.3% | +13.3% | -30.6% | -22.8% |
| 1Y | -35.4% | +7.3% | -42.6% | -38.7% |
| 3Y | +18.6% | +2.6% | +16.1% | +11.9% |
| All | -71.2% | +21.4% | -92.6% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling