+4.7%
AMBA vs PSLV
+138.3%
-133.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +2.6% | -1.5% | +4.0% | +3.1% |
| 30D | -3.6% | -15.2% | +11.7% | +1.3% |
| 3M | -24.6% | -21.4% | -3.2% | -19.1% |
| 6M | -21.6% | -39.9% | +18.3% | -9.5% |
| YTD | -11.8% | -29.3% | +17.5% | -8.3% |
| 1Y | -33.2% | -1.6% | -31.6% | -38.7% |
| 3Y | +24.5% | +121.3% | -96.8% | -13.8% |
| 5Y | -67.7% | +89.9% | -157.6% | -77.1% |
| 10Y | +4.7% | +152.0% | -147.2% | -38.3% |
| All | +4.7% | +138.3% | -133.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling