+866.2%
AMBA vs HRB
+414.4%
+451.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.2% | +10.3% | +7.1% |
| 7D | -7.2% | +2.7% | -9.9% | -8.0% |
| 30D | -10.4% | +22.1% | -32.5% | -15.1% |
| 3M | -30.1% | +15.7% | -45.8% | -33.3% |
| 6M | -22.4% | +83.3% | -105.8% | -36.1% |
| YTD | -17.3% | +25.0% | -42.4% | -24.6% |
| 1Y | -35.4% | +6.9% | -42.3% | -38.3% |
| 3Y | +18.6% | +39.0% | -20.4% | +1.1% |
| 5Y | -69.8% | +146.4% | -216.2% | -78.7% |
| 10Y | +1.1% | +254.4% | -253.3% | -42.8% |
| All | +866.2% | +414.4% | +451.8% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling