+937.8%
AMBA vs BTG
+78.0%
+859.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -11.0% | -0.9% | -10.1% | -10.9% |
| 30D | -23.2% | +36.8% | -60.0% | -26.2% |
| 3M | -12.7% | +23.1% | -35.8% | -15.2% |
| 6M | +11.2% | +3.5% | +7.7% | +9.7% |
| YTD | -11.2% | +25.5% | -36.7% | -14.6% |
| 1Y | -22.5% | +40.1% | -62.6% | -26.6% |
| 3Y | -1.3% | +101.1% | -102.4% | -11.3% |
| 5Y | -54.2% | +70.6% | -124.8% | -58.6% |
| 10Y | -6.1% | +152.1% | -158.3% | -20.2% |
| All | +937.8% | +78.0% | +859.8% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling