-35.4%
AMBA vs PEGA
-45.2%
+9.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.5% | +9.6% | +6.2% |
| 7D | -7.2% | -4.5% | -2.7% | -7.1% |
| 30D | -10.4% | -5.7% | -4.7% | -10.2% |
| 3M | -30.1% | +2.6% | -32.7% | -30.6% |
| 6M | -22.4% | -10.6% | -11.8% | -20.7% |
| YTD | -17.3% | -45.5% | +28.1% | -4.0% |
| 1Y | -35.4% | -44.8% | +9.4% | -26.1% |
| All | -35.4% | -45.2% | +9.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling