+937.8%
AMBA vs IFF
+95.2%
+842.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -11.0% | -1.8% | -9.1% | -10.0% |
| 30D | -23.2% | -2.0% | -21.2% | -22.4% |
| 3M | -12.7% | +18.5% | -31.3% | -21.5% |
| 6M | +11.2% | +11.7% | -0.5% | +1.8% |
| YTD | -11.2% | +29.6% | -40.8% | -25.8% |
| 1Y | -22.5% | +35.0% | -57.5% | -37.3% |
| 3Y | -1.3% | +32.3% | -33.6% | -21.1% |
| 5Y | -54.2% | -34.6% | -19.6% | -44.8% |
| 10Y | -6.1% | -20.6% | +14.5% | -5.6% |
| All | +937.8% | +95.2% | +842.6% | +350.3% |
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 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