-71.2%
AMBA vs RACE
+65.0%
-136.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +7.2% |
| 7D | -7.2% | +5.1% | -12.3% | -10.7% |
| 30D | -10.4% | +7.7% | -18.1% | -15.4% |
| 3M | -30.1% | +2.2% | -32.3% | -31.5% |
| 6M | -22.4% | +23.8% | -46.2% | -35.3% |
| YTD | -17.3% | +13.9% | -31.2% | -27.8% |
| 1Y | -35.4% | +3.8% | -39.2% | -39.2% |
| 3Y | +18.6% | +28.0% | -9.4% | -22.2% |
| All | -71.2% | +65.0% | -136.2% | -85.5% |
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