+104.2%
AMCR vs AMBA
+837.3%
-733.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.9% | -11.0% | +9.1% | -1.1% |
| 30D | -4.1% | -23.2% | +19.1% | -2.4% |
| 3M | +21.7% | -12.7% | +34.4% | +21.7% |
| 6M | +1.5% | +11.2% | -9.7% | -0.7% |
| YTD | +13.1% | -11.2% | +24.3% | +12.2% |
| 1Y | +13.0% | -22.5% | +35.5% | +12.6% |
| 3Y | +6.9% | -1.3% | +8.2% | +2.4% |
| 5Y | -10.5% | -54.2% | +43.7% | -12.7% |
| 10Y | +20.9% | -6.1% | +27.0% | +10.6% |
| All | +104.2% | +837.3% | -733.1% | +102.0% |
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