-53.9%
AMBA vs IAG
+764.1%
-818.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.5% |
| 3M | -12.7% | +19.1% | -31.9% | -15.5% |
| 6M | +11.2% | -10.3% | +21.5% | +11.4% |
| YTD | -11.2% | +24.2% | -35.4% | -16.1% |
| 1Y | -22.5% | +116.5% | -139.0% | -33.1% |
| 3Y | -1.3% | +742.8% | -744.1% | -32.8% |
| All | -53.9% | +764.1% | -818.0% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling