+2.9%
AMBA vs RACE
+670.3%
-667.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.0% |
| 7D | -14.6% | +5.7% | -20.2% | -17.5% |
| 30D | -18.8% | +9.3% | -28.1% | -23.2% |
| 3M | -32.6% | +3.8% | -36.4% | -34.3% |
| 6M | -25.8% | +29.8% | -55.6% | -37.8% |
| YTD | -22.1% | +15.6% | -37.7% | -30.8% |
| 1Y | -36.2% | +5.1% | -41.3% | -39.9% |
| 3Y | +10.0% | +30.8% | -20.8% | -14.5% |
| 5Y | -71.6% | +67.4% | -139.0% | -81.1% |
| 10Y | -4.7% | +793.6% | -798.4% | -69.7% |
| All | +2.9% | +670.3% | -667.4% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling