+13.6%
AMCR vs AMBA
-33.2%
+46.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.5% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | +8.2% | -8.6% | +16.8% | +8.3% |
| 3M | -4.3% | -29.0% | +24.6% | -3.8% |
| 6M | +16.6% | -19.2% | +35.8% | +16.2% |
| YTD | +13.1% | -13.0% | +26.1% | +10.8% |
| All | +13.6% | -33.2% | +46.9% | +9.3% |
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