+20.2%
AMBA vs IAG
+708.7%
-688.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -0.9% |
| 7D | -2.7% | +16.8% | -19.5% | -5.4% |
| 30D | -10.5% | -1.5% | -9.0% | -10.4% |
| 3M | -26.4% | +0.5% | -26.9% | -26.8% |
| 6M | -20.9% | -1.0% | -19.9% | -21.7% |
| YTD | -14.8% | +12.3% | -27.1% | -18.7% |
| 1Y | -36.1% | +39.2% | -75.3% | -41.5% |
| 3Y | +20.2% | +712.3% | -692.1% | -17.4% |
| All | +20.2% | +708.7% | -688.5% | -17.4% |
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