-53.9%
AMBA vs IFF
-34.7%
-19.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.4% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -26.8% | -0.3% | -26.5% | -26.8% |
| 3M | -7.6% | +18.6% | -26.2% | -17.1% |
| 6M | +21.2% | +17.4% | +3.8% | +7.5% |
| YTD | -10.4% | +28.5% | -38.9% | -25.3% |
| 1Y | -24.4% | +32.5% | -56.9% | -38.8% |
| 3Y | +6.0% | +34.1% | -28.1% | -18.4% |
| 5Y | -53.9% | -35.2% | -18.7% | -35.7% |
| All | -53.9% | -34.7% | -19.2% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling