+866.2%
AMBA vs IAG
+24.8%
+841.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.2% | -1.1% | +5.4% |
| 7D | -7.2% | +21.4% | -28.7% | -9.2% |
| 30D | -10.4% | +4.0% | -14.4% | -10.8% |
| 3M | -30.1% | +17.0% | -47.2% | -31.5% |
| 6M | -22.4% | +1.4% | -23.8% | -23.0% |
| YTD | -17.3% | +13.8% | -31.1% | -19.6% |
| 1Y | -35.4% | +55.8% | -91.2% | -39.2% |
| 3Y | +18.6% | +647.4% | -628.8% | -5.8% |
| 5Y | -69.8% | +519.1% | -589.0% | -76.6% |
| 10Y | +1.1% | +345.6% | -344.5% | -23.3% |
| All | +866.2% | +24.8% | +841.4% | +676.3% |
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 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