+8.3%
AMBA vs IFF
-21.7%
+30.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.5% | +9.9% | +9.2% |
| 7D | +2.5% | -3.0% | +5.5% | +4.1% |
| 30D | -16.1% | -0.9% | -15.2% | -15.8% |
| 3M | +4.6% | +11.8% | -7.2% | -2.6% |
| 6M | +29.2% | +16.5% | +12.6% | +15.5% |
| YTD | -2.9% | +26.5% | -29.4% | -17.5% |
| 1Y | -18.7% | +32.7% | -51.4% | -33.4% |
| 3Y | +14.9% | +32.0% | -17.1% | -7.9% |
| 5Y | -53.0% | -36.1% | -16.9% | -42.8% |
| 10Y | +8.3% | -20.1% | +28.4% | +18.8% |
| All | +8.3% | -21.7% | +30.0% | +18.8% |
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