+18.6%
AMBA vs IFF
+22.4%
-3.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.3% | +10.5% | +7.7% |
| 7D | -7.2% | -11.2% | +3.9% | -3.3% |
| 30D | -10.4% | -1.8% | -8.6% | -10.3% |
| 3M | -30.1% | -1.8% | -28.3% | -30.1% |
| 6M | -22.4% | +0.6% | -23.1% | -23.8% |
| YTD | -17.3% | +24.6% | -41.9% | -27.4% |
| 1Y | -35.4% | +34.4% | -69.8% | -45.9% |
| 3Y | +18.6% | +22.1% | -3.4% | +5.3% |
| All | +18.6% | +22.4% | -3.8% | +5.3% |
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 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