-1.7%
AMBA vs IAG
+746.3%
-748.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -11.0% | -0.5% | -10.4% | -11.0% |
| 30D | -23.2% | +28.9% | -52.1% | -26.7% |
| 3M | -12.7% | +19.1% | -31.9% | -15.8% |
| 6M | +11.2% | -10.3% | +21.5% | +11.2% |
| YTD | -11.2% | +24.2% | -35.4% | -16.5% |
| 1Y | -22.5% | +116.5% | -139.0% | -33.9% |
| All | -1.7% | +746.3% | -748.0% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling