+12.7%
AMCR vs AMBA
-24.5%
+37.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -1.8% | -6.4% | +4.6% | -1.7% |
| 30D | -6.0% | -26.8% | +20.8% | -5.4% |
| 3M | +18.9% | -7.6% | +26.5% | +18.3% |
| 6M | +5.7% | +21.2% | -15.5% | +3.4% |
| YTD | +11.1% | -10.4% | +21.5% | +9.2% |
| 1Y | +12.7% | -24.4% | +37.1% | +9.8% |
| All | +12.7% | -24.5% | +37.2% | +9.8% |
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