-22.4%
AMBA vs IAG
+5.8%
-28.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.2% | -1.1% | +3.9% |
| 7D | -7.2% | +21.4% | -28.7% | -12.7% |
| 30D | -10.4% | +4.0% | -14.4% | -11.4% |
| 3M | -30.1% | +17.0% | -47.2% | -34.7% |
| 6M | -22.4% | +1.4% | -23.8% | -25.3% |
| All | -22.4% | +5.8% | -28.2% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling