-72.9%
AMBA vs IAG
+473.8%
-546.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.2% | -9.6% | -9.5% |
| 7D | -14.6% | +4.5% | -19.1% | -15.3% |
| 30D | -18.8% | -5.7% | -13.1% | -18.2% |
| 3M | -32.6% | +10.1% | -42.7% | -34.0% |
| 6M | -25.8% | +7.3% | -33.1% | -27.3% |
| YTD | -22.1% | +6.1% | -28.2% | -24.7% |
| 1Y | -36.2% | +46.8% | -83.0% | -41.7% |
| 3Y | +10.0% | +573.1% | -563.1% | -22.6% |
| All | -72.9% | +473.8% | -546.6% | -83.3% |
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