-12.9%
AMDL vs AMBA
-23.4%
+10.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -9.4% | -25.4% | -25.9% |
| 7D | -52.7% | -14.6% | -38.1% | -42.9% |
| 30D | -65.3% | -18.8% | -46.5% | -56.0% |
| 3M | -40.8% | -32.6% | -8.2% | -12.3% |
| 6M | -12.9% | -25.8% | +12.9% | +17.4% |
| All | -12.9% | -23.4% | +10.5% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling