-7.9%
AMCR vs AMBA
-54.5%
+46.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.9% | -11.0% | +9.1% | -0.8% |
| 30D | -4.1% | -23.2% | +19.1% | -1.7% |
| 3M | +21.7% | -12.7% | +34.4% | +21.6% |
| 6M | +1.5% | +11.2% | -9.7% | -1.9% |
| YTD | +13.1% | -11.2% | +24.3% | +11.6% |
| 1Y | +13.0% | -22.5% | +35.5% | +12.1% |
| 3Y | +6.9% | -1.3% | +8.2% | -1.0% |
| All | -7.9% | -54.5% | +46.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling