-71.2%
AMBA vs BUD
+48.8%
-120.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.7% |
| 7D | -7.2% | +4.5% | -11.7% | -9.2% |
| 30D | -10.4% | +12.5% | -22.9% | -15.5% |
| 3M | -30.1% | 0.0% | -30.1% | -30.7% |
| 6M | -22.4% | +3.8% | -26.2% | -25.0% |
| YTD | -17.3% | +33.1% | -50.4% | -30.7% |
| 1Y | -35.4% | +35.5% | -70.9% | -46.4% |
| 3Y | +18.6% | +49.4% | -30.8% | -12.6% |
| All | -71.2% | +48.8% | -120.0% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling