+5.0%
AMBA vs BUD
-4.3%
+9.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.6% |
| 7D | -2.6% | +6.0% | -8.7% | -5.3% |
| 30D | -10.5% | +11.3% | -21.8% | -15.1% |
| 3M | -26.4% | +3.6% | -30.0% | -28.3% |
| 6M | -20.9% | +7.7% | -28.6% | -24.8% |
| YTD | -14.8% | +36.4% | -51.2% | -28.2% |
| 1Y | -36.1% | +37.8% | -73.9% | -46.5% |
| 3Y | +20.2% | +51.2% | -31.0% | -7.0% |
| 5Y | -67.2% | +53.4% | -120.6% | -74.8% |
| 10Y | +5.0% | -3.2% | +8.2% | -10.2% |
| All | +5.0% | -4.3% | +9.3% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling