+444.6%
AME vs AMBA
-0.9%
+445.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | +1.5% |
| 7D | -5.2% | -7.2% | +2.1% | -4.0% |
| 30D | -8.0% | -10.4% | +2.4% | -6.4% |
| 3M | -8.9% | -30.1% | +21.2% | -3.7% |
| 6M | -5.0% | -22.4% | +17.4% | -3.8% |
| YTD | +11.9% | -17.3% | +29.2% | +11.0% |
| 1Y | +16.6% | -35.4% | +52.0% | +20.2% |
| 3Y | +62.5% | +18.6% | +43.9% | +42.0% |
| 5Y | +67.6% | -69.8% | +137.4% | +74.7% |
| All | +444.6% | -0.9% | +445.5% | +277.1% |
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