-53.9%
AMBA vs BTG
+72.2%
-126.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.6% |
| 7D | -6.4% | +4.8% | -11.2% | -7.6% |
| 30D | -26.8% | +8.3% | -35.2% | -28.4% |
| 3M | -7.6% | +32.3% | -39.9% | -14.4% |
| 6M | +21.2% | +3.0% | +18.2% | +18.3% |
| YTD | -10.4% | +21.9% | -32.3% | -16.7% |
| 1Y | -24.4% | +28.2% | -52.6% | -31.2% |
| 3Y | +6.0% | +99.9% | -93.9% | -16.7% |
| 5Y | -53.9% | +73.6% | -127.4% | -62.0% |
| All | -53.9% | +72.2% | -126.1% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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