+23.2%
AME vs AMBA
-35.5%
+58.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +8.1% | +10.7% | -2.6% | +6.8% |
| 30D | -3.8% | -5.0% | +1.3% | -3.3% |
| 3M | -6.6% | -26.9% | +20.3% | -3.9% |
| 6M | +4.6% | -21.9% | +26.5% | +5.1% |
| YTD | +17.9% | -13.8% | +31.7% | +15.2% |
| 1Y | +23.2% | -36.1% | +59.3% | +23.5% |
| All | +23.2% | -35.5% | +58.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling