+20.1%
AMCR vs AMBA
-5.3%
+25.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -1.8% | -6.4% | +4.6% | -1.2% |
| 30D | -6.0% | -26.8% | +20.8% | -3.0% |
| 3M | +18.9% | -7.6% | +26.5% | +18.4% |
| 6M | +5.7% | +21.2% | -15.5% | +1.2% |
| YTD | +11.1% | -10.4% | +21.5% | +9.6% |
| 1Y | +14.4% | -24.4% | +38.9% | +14.1% |
| 3Y | +13.0% | +6.0% | +7.0% | +4.5% |
| 5Y | -7.5% | -53.9% | +46.3% | -11.3% |
| 10Y | +20.1% | -6.2% | +26.3% | -1.9% |
| All | +20.1% | -5.3% | +25.4% | -1.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling