-71.2%
AMBA vs HRB
+145.8%
-217.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.2% | +10.3% | +6.6% |
| 7D | -7.2% | +2.7% | -9.9% | -7.6% |
| 30D | -10.4% | +22.1% | -32.5% | -13.0% |
| 3M | -30.1% | +15.7% | -45.8% | -31.8% |
| 6M | -22.4% | +83.3% | -105.8% | -31.9% |
| YTD | -17.3% | +25.0% | -42.4% | -19.9% |
| 1Y | -35.4% | +6.9% | -42.3% | -34.6% |
| 3Y | +18.6% | +39.0% | -20.4% | +3.0% |
| All | -71.2% | +145.8% | -217.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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