-8.7%
AMBA vs BUD
-23.0%
+14.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -11.0% | +0.3% | -11.2% | -11.1% |
| 30D | -23.2% | -5.7% | -17.5% | -21.2% |
| 3M | -12.7% | +3.1% | -15.8% | -14.9% |
| 6M | +11.2% | +7.9% | +3.3% | +6.1% |
| YTD | -11.2% | +27.3% | -38.6% | -22.1% |
| 1Y | -22.5% | +37.8% | -60.4% | -34.8% |
| 3Y | -1.3% | +49.8% | -51.2% | -23.0% |
| 5Y | -54.2% | +43.8% | -98.0% | -63.4% |
| All | -8.7% | -23.0% | +14.3% | -14.4% |
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