+866.2%
AMBA vs IFF
+87.6%
+778.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.3% | +10.5% | +8.5% |
| 7D | -7.2% | -11.2% | +3.9% | -1.4% |
| 30D | -10.4% | -1.8% | -8.6% | -10.1% |
| 3M | -30.1% | -1.8% | -28.3% | -30.0% |
| 6M | -22.4% | +0.6% | -23.1% | -24.3% |
| YTD | -17.3% | +24.6% | -41.9% | -30.0% |
| 1Y | -35.4% | +34.4% | -69.8% | -48.0% |
| 3Y | +18.6% | +22.1% | -3.4% | -1.3% |
| 5Y | -69.8% | -34.3% | -35.5% | -63.9% |
| 10Y | +1.1% | -17.9% | +19.0% | -1.7% |
| All | +866.2% | +87.6% | +778.6% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling