+8.3%
AMBA vs PSLV
+194.1%
-185.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +7.7% |
| 7D | +2.5% | +3.3% | -0.9% | +1.5% |
| 30D | -16.1% | +2.1% | -18.3% | -16.8% |
| 3M | +4.6% | +7.1% | -2.5% | +2.3% |
| 6M | +29.2% | -21.6% | +50.8% | +36.9% |
| YTD | -2.9% | -6.7% | +3.8% | -6.9% |
| 1Y | -18.7% | +59.3% | -78.0% | -36.0% |
| 3Y | +14.9% | +182.1% | -167.2% | -25.6% |
| 5Y | -53.0% | +162.6% | -215.6% | -69.7% |
| 10Y | +8.3% | +203.0% | -194.7% | -37.2% |
| All | +8.3% | +194.1% | -185.8% | -37.2% |
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