+931.2%
AMBA vs IFF
+87.7%
+843.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.9% |
| 7D | +2.6% | -5.7% | +8.3% | +5.8% |
| 30D | -3.6% | -2.7% | -0.9% | -2.7% |
| 3M | -24.6% | -2.3% | -22.3% | -24.3% |
| 6M | -21.6% | +6.0% | -27.6% | -25.5% |
| YTD | -11.8% | +24.6% | -36.4% | -25.3% |
| 1Y | -33.2% | +29.4% | -62.6% | -44.9% |
| 3Y | +24.5% | +23.1% | +1.4% | +3.1% |
| 5Y | -67.7% | -37.2% | -30.5% | -60.4% |
| 10Y | +4.7% | -10.8% | +15.5% | -3.2% |
| All | +931.2% | +87.7% | +843.5% | +353.5% |
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