+7.6%
AMBA vs IAG
+326.7%
-319.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.8% | -0.5% | +4.6% |
| 7D | 0.0% | +24.0% | -24.0% | -2.6% |
| 30D | -8.6% | +5.5% | -14.1% | -9.3% |
| 3M | -29.0% | +8.3% | -37.3% | -29.8% |
| 6M | -19.2% | +6.1% | -25.3% | -20.3% |
| YTD | -13.0% | +20.3% | -33.3% | -16.1% |
| 1Y | -31.3% | +56.5% | -87.7% | -35.7% |
| 3Y | +28.1% | +762.6% | -734.5% | -0.9% |
| 5Y | -69.4% | +546.3% | -615.7% | -77.1% |
| 10Y | +7.6% | +356.1% | -348.5% | -18.0% |
| All | +7.6% | +326.7% | -319.0% | -18.0% |
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