+11.4%
AMCR vs AMBA
-20.7%
+32.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -3.3% | -11.0% | +7.7% | -3.0% |
| 30D | -5.4% | -23.2% | +17.7% | -4.9% |
| 3M | +20.0% | -12.7% | +32.7% | +19.6% |
| 6M | 0.0% | +11.2% | -11.2% | -1.9% |
| YTD | +11.5% | -11.2% | +22.7% | +9.7% |
| 1Y | +11.4% | -22.5% | +33.9% | +8.4% |
| All | +11.4% | -20.7% | +32.1% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling