+16.5%
AMCR vs AMBA
-5.3%
+21.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -3.1% |
| 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 | +12.7% | -24.4% | +37.1% | +12.3% |
| 3Y | +9.6% | +6.0% | +3.6% | +1.4% |
| 5Y | -10.3% | -53.9% | +43.6% | -13.9% |
| 10Y | +16.5% | -6.2% | +22.6% | -4.9% |
| All | +16.5% | -5.3% | +21.7% | -4.9% |
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 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