-53.9%
AMBA vs PSLV
+153.7%
-207.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | -6.4% | +2.7% | -9.1% | -7.2% |
| 30D | -26.8% | +3.5% | -30.3% | -27.8% |
| 3M | -7.6% | +0.3% | -7.9% | -8.1% |
| 6M | +21.2% | -21.0% | +42.2% | +27.9% |
| YTD | -10.4% | -8.9% | -1.5% | -15.0% |
| 1Y | -24.4% | +54.0% | -78.4% | -42.7% |
| 3Y | +6.0% | +175.4% | -169.5% | -36.2% |
| 5Y | -53.9% | +157.7% | -211.5% | -74.3% |
| All | -53.9% | +153.7% | -207.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling