+431.3%
AME vs AMBA
+4.3%
+427.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -4.1% | -2.6% | -1.5% | -3.7% |
| 30D | -4.1% | -10.5% | +6.4% | -2.4% |
| 3M | -5.6% | -26.4% | +20.8% | -1.0% |
| 6M | +2.8% | -20.9% | +23.7% | +3.8% |
| YTD | +16.6% | -14.8% | +31.4% | +15.1% |
| 1Y | +21.1% | -36.1% | +57.2% | +25.1% |
| 3Y | +61.1% | +20.2% | +40.8% | +40.5% |
| 5Y | +76.6% | -67.2% | +143.8% | +81.4% |
| 10Y | +431.3% | +5.0% | +426.4% | +264.5% |
| All | +431.3% | +4.3% | +427.0% | +264.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling