+20.2%
AMBA vs PSLV
+118.4%
-98.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.0% |
| 7D | -2.6% | +3.9% | -6.5% | -3.7% |
| 30D | -10.5% | -16.3% | +5.9% | -5.8% |
| 3M | -26.4% | -23.0% | -3.5% | -20.9% |
| 6M | -20.9% | -36.5% | +15.6% | -11.3% |
| YTD | -14.8% | -29.6% | +14.8% | -13.7% |
| 1Y | -36.1% | -0.5% | -35.5% | -44.4% |
| 3Y | +20.2% | +120.1% | -99.9% | -20.6% |
| All | +20.2% | +118.4% | -98.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling