+109.2%
AMCR vs AMBA
+772.6%
-663.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.5% |
| 7D | -5.3% | -7.2% | +1.9% | -4.9% |
| 30D | +8.7% | -10.4% | +19.1% | +9.4% |
| 3M | -3.3% | -30.1% | +26.8% | -1.1% |
| 6M | +15.1% | -22.4% | +37.5% | +15.5% |
| YTD | +12.4% | -17.3% | +29.8% | +11.8% |
| 1Y | +15.8% | -35.4% | +51.2% | +16.9% |
| 3Y | +16.7% | +18.6% | -1.9% | +10.1% |
| 5Y | -5.1% | -69.8% | +64.8% | -5.6% |
| 10Y | +21.5% | +1.1% | +20.4% | +11.7% |
| All | +109.2% | +772.6% | -663.3% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling