+44.7%
AMDL vs AMBA
-15.4%
+60.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.2% |
| 7D | -30.7% | -8.1% | -22.7% | -24.8% |
| 30D | -43.8% | -10.8% | -33.0% | -37.1% |
| 3M | -24.5% | -25.9% | +1.4% | -1.1% |
| 6M | +44.7% | -13.9% | +58.5% | +65.5% |
| All | +44.7% | -15.4% | +60.1% | +65.5% |
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 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