-18.7%
AMBA vs IFF
+31.7%
-50.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.5% | +9.9% | +8.7% |
| 7D | +2.5% | -3.0% | +5.5% | +3.1% |
| 30D | -16.1% | -0.9% | -15.2% | -16.0% |
| 3M | +4.6% | +11.8% | -7.2% | +1.4% |
| 6M | +29.2% | +16.5% | +12.6% | +23.7% |
| YTD | -2.9% | +26.5% | -29.4% | -9.6% |
| 1Y | -18.7% | +32.7% | -51.4% | -29.3% |
| All | -18.7% | +31.7% | -50.4% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling