-68.8%
AMBA vs HRB
+143.9%
-212.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +10.7% | -7.8% | +18.5% | +11.7% |
| 30D | -5.0% | +15.7% | -20.8% | -7.2% |
| 3M | -26.9% | -5.5% | -21.4% | -26.5% |
| 6M | -21.9% | +41.1% | -63.0% | -27.3% |
| YTD | -13.8% | +20.4% | -34.2% | -16.2% |
| 1Y | -36.1% | +15.2% | -51.3% | -37.1% |
| 3Y | +21.6% | +24.3% | -2.7% | +9.3% |
| 5Y | -68.8% | +144.7% | -213.5% | -77.8% |
| All | -68.8% | +143.9% | -212.7% | -77.8% |
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