+937.8%
AMBA vs BG
+150.1%
+787.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -11.0% | +2.8% | -13.8% | -11.8% |
| 30D | -23.2% | +12.0% | -35.2% | -26.4% |
| 3M | -12.7% | -7.7% | -5.0% | -11.1% |
| 6M | +11.2% | +4.5% | +6.7% | +7.6% |
| YTD | -11.2% | +35.7% | -46.9% | -22.2% |
| 1Y | -22.5% | +50.1% | -72.6% | -35.2% |
| 3Y | -1.3% | +12.6% | -13.9% | -9.7% |
| 5Y | -54.2% | +75.4% | -129.6% | -65.7% |
| 10Y | -6.1% | +150.5% | -156.6% | -44.9% |
| All | +937.8% | +150.1% | +787.7% | +404.2% |
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