-36.1%
AMBA vs IFF
+36.7%
-72.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -2.6% | -9.8% | +7.1% | -1.2% |
| 30D | -10.5% | -1.6% | -8.9% | -10.5% |
| 3M | -26.4% | -1.8% | -24.6% | -26.5% |
| 6M | -20.9% | +3.6% | -24.5% | -22.4% |
| YTD | -14.8% | +25.4% | -40.2% | -19.8% |
| 1Y | -36.1% | +35.4% | -71.5% | -38.5% |
| All | -36.1% | +36.7% | -72.8% | -38.5% |
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