+810.4%
AMBA vs IAG
+16.4%
+794.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.2% | -9.6% | -9.5% |
| 7D | -14.6% | +4.5% | -19.1% | -15.1% |
| 30D | -18.8% | -5.7% | -13.1% | -18.4% |
| 3M | -32.6% | +10.1% | -42.7% | -33.5% |
| 6M | -25.8% | +7.3% | -33.1% | -26.8% |
| YTD | -22.1% | +6.1% | -28.2% | -23.7% |
| 1Y | -36.2% | +46.8% | -83.0% | -39.6% |
| 3Y | +10.0% | +573.1% | -563.1% | -11.7% |
| 5Y | -71.6% | +477.6% | -549.1% | -77.8% |
| 10Y | -4.7% | +315.7% | -320.4% | -27.2% |
| All | +810.4% | +16.4% | +794.0% | +636.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling