+937.8%
AMBA vs PSLV
+56.5%
+881.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -11.0% | -0.6% | -10.3% | -10.9% |
| 30D | -23.2% | +7.3% | -30.4% | -24.7% |
| 3M | -12.7% | -7.4% | -5.3% | -11.2% |
| 6M | +11.2% | -20.3% | +31.5% | +16.4% |
| YTD | -11.2% | -8.2% | -3.0% | -13.4% |
| 1Y | -22.5% | +57.9% | -80.5% | -35.3% |
| 3Y | -1.3% | +162.1% | -163.4% | -27.9% |
| 5Y | -54.2% | +151.2% | -205.3% | -66.7% |
| 10Y | -6.1% | +191.7% | -197.8% | -35.5% |
| All | +937.8% | +56.5% | +881.3% | +751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling