+4.1%
AMBA vs IFF
+31.4%
-27.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -11.0% | -1.8% | -9.1% | -10.3% |
| 30D | -23.2% | -2.0% | -21.2% | -22.6% |
| 3M | -12.7% | +18.5% | -31.3% | -19.4% |
| 6M | +11.2% | +11.7% | -0.5% | +4.8% |
| YTD | -11.2% | +29.6% | -40.8% | -22.8% |
| 1Y | -22.5% | +35.0% | -57.5% | -34.6% |
| All | +4.1% | +31.4% | -27.3% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling