-71.6%
AMBA vs RACE
+65.1%
-136.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -7.7% |
| 7D | -14.6% | +5.7% | -20.2% | -18.0% |
| 30D | -18.8% | +9.3% | -28.1% | -24.1% |
| 3M | -32.6% | +3.8% | -36.4% | -34.7% |
| 6M | -25.8% | +29.8% | -55.6% | -40.3% |
| YTD | -22.1% | +15.6% | -37.7% | -32.6% |
| 1Y | -36.2% | +5.1% | -41.3% | -40.5% |
| 3Y | +10.0% | +30.8% | -20.8% | -29.1% |
| 5Y | -71.6% | +67.4% | -139.0% | -85.9% |
| All | -71.6% | +65.1% | -136.6% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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