+0.1%
AMBA vs IAG
+389.3%
-389.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +2.7% | -7.7% | +10.4% | +3.6% |
| 30D | -2.2% | +1.6% | -3.8% | -2.5% |
| 3M | -26.6% | -2.4% | -24.2% | -26.7% |
| 6M | -26.8% | -7.8% | -18.9% | -26.6% |
| YTD | -15.1% | +5.0% | -20.2% | -16.9% |
| 1Y | -32.3% | +25.7% | -57.9% | -35.2% |
| 3Y | +19.8% | +694.5% | -674.7% | -6.7% |
| 5Y | -69.2% | +421.7% | -490.9% | -76.6% |
| All | +0.1% | +389.3% | -389.1% | -20.5% |
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