+810.4%
AMBA vs BUD
+33.6%
+776.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.8% | -11.3% | -10.2% |
| 7D | -14.6% | +7.1% | -21.7% | -17.3% |
| 30D | -18.8% | +12.7% | -31.5% | -23.5% |
| 3M | -32.6% | 0.0% | -32.6% | -33.2% |
| 6M | -25.8% | +7.6% | -33.4% | -29.4% |
| YTD | -22.1% | +35.0% | -57.1% | -33.9% |
| 1Y | -36.2% | +37.6% | -73.8% | -46.4% |
| 3Y | +10.0% | +51.5% | -41.5% | -14.5% |
| 5Y | -71.6% | +50.2% | -121.8% | -77.7% |
| 10Y | -4.7% | -7.2% | +2.5% | -15.2% |
| All | +810.4% | +33.6% | +776.8% | +582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling