+5.0%
AMBA vs IFF
-14.6%
+19.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -2.6% | -9.8% | +7.1% | +2.6% |
| 30D | -10.5% | -1.6% | -8.9% | -10.2% |
| 3M | -26.4% | -1.8% | -24.6% | -26.3% |
| 6M | -20.9% | +3.6% | -24.5% | -23.8% |
| YTD | -14.8% | +25.4% | -40.2% | -27.8% |
| 1Y | -36.1% | +35.4% | -71.5% | -48.5% |
| 3Y | +20.2% | +23.9% | -3.7% | -0.4% |
| 5Y | -67.2% | -37.1% | -30.1% | -60.0% |
| 10Y | +5.0% | -10.3% | +15.2% | +12.2% |
| All | +5.0% | -14.6% | +19.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling