+4.7%
AMBA vs IAG
+370.6%
-365.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +3.8% |
| 7D | +2.6% | +3.4% | -0.9% | +2.2% |
| 30D | -3.6% | -2.7% | -0.9% | -3.4% |
| 3M | -24.6% | -0.5% | -24.1% | -24.8% |
| 6M | -21.6% | -4.8% | -16.8% | -21.7% |
| YTD | -11.8% | +9.6% | -21.4% | -14.1% |
| 1Y | -33.2% | +32.2% | -65.4% | -36.4% |
| 3Y | +24.5% | +692.5% | -668.1% | -3.2% |
| 5Y | -67.7% | +447.6% | -515.2% | -75.5% |
| 10Y | +4.7% | +403.3% | -398.6% | -16.5% |
| All | +4.7% | +370.6% | -365.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling