+15.4%
AMCR vs AMBA
+21.7%
-6.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.4% | +2.7% | -5.1% | -2.6% |
| 30D | +3.6% | -2.2% | +5.8% | +3.6% |
| 3M | -4.2% | -26.6% | +22.4% | -2.6% |
| 6M | +15.5% | -26.8% | +42.3% | +16.3% |
| YTD | +9.7% | -15.1% | +24.9% | +8.3% |
| 1Y | +8.3% | -32.3% | +40.6% | +8.7% |
| 3Y | +15.4% | +19.8% | -4.4% | +2.1% |
| All | +15.4% | +21.7% | -6.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling