-98.8%
AMC vs AMBA
-6.6%
-92.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.4% | -3.1% | -10.5% |
| 7D | 0.0% | -14.6% | +14.6% | +3.5% |
| 30D | +4.4% | -18.8% | +23.2% | +9.1% |
| 3M | +15.4% | -32.6% | +48.0% | +24.8% |
| 6M | +93.7% | -25.8% | +119.5% | +98.2% |
| YTD | +97.4% | -22.1% | +119.6% | +97.2% |
| 1Y | +23.2% | -36.2% | +59.4% | +28.0% |
| 3Y | -71.3% | +10.0% | -81.3% | -75.3% |
| 5Y | -99.3% | -71.6% | -27.7% | -99.2% |
| All | -98.8% | -6.6% | -92.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling