+937.8%
AMBA vs HRB
+378.9%
+558.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | -11.0% | -5.7% | -5.3% | -9.7% |
| 30D | -23.2% | +7.9% | -31.1% | -24.9% |
| 3M | -12.7% | +32.1% | -44.8% | -20.0% |
| 6M | +11.2% | +62.2% | -51.0% | -5.4% |
| YTD | -11.2% | +16.4% | -27.6% | -17.0% |
| 1Y | -22.5% | -0.3% | -22.3% | -24.5% |
| 3Y | -1.3% | +36.0% | -37.3% | -15.3% |
| 5Y | -54.2% | +125.2% | -179.4% | -66.8% |
| 10Y | -6.1% | +237.7% | -243.8% | -46.1% |
| All | +937.8% | +378.9% | +558.9% | +345.9% |
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