+866.2%
AMBA vs BG
+108.7%
+757.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.6% | +5.9% |
| 7D | -7.2% | +2.5% | -9.8% | -8.1% |
| 30D | -10.4% | -6.1% | -4.3% | -8.9% |
| 3M | -30.1% | -8.5% | -21.6% | -28.6% |
| 6M | -22.4% | -20.4% | -2.0% | -17.4% |
| YTD | -17.3% | +13.3% | -30.6% | -23.4% |
| 1Y | -35.4% | +7.3% | -42.6% | -39.0% |
| 3Y | +18.6% | +2.6% | +16.1% | +11.2% |
| 5Y | -69.8% | +22.0% | -91.8% | -74.3% |
| 10Y | +1.1% | +91.8% | -90.6% | -34.8% |
| All | +866.2% | +108.7% | +757.4% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling