-25.7%
AMBA vs BUD
+38.4%
-64.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.4% |
| 7D | -8.1% | +3.3% | -11.4% | -7.7% |
| 30D | -10.8% | +11.8% | -22.6% | -10.1% |
| 3M | -25.9% | -1.1% | -24.8% | -25.3% |
| 6M | -13.9% | +14.9% | -28.7% | -16.1% |
| YTD | -14.0% | +32.6% | -46.6% | -22.6% |
| 1Y | -25.7% | +37.2% | -62.9% | -35.0% |
| All | -25.7% | +38.4% | -64.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling