+84.5%
AME vs AMBA
-54.5%
+139.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +0.6% | -11.0% | +11.6% | +2.3% |
| 30D | -6.7% | -23.2% | +16.5% | -3.3% |
| 3M | +4.1% | -12.7% | +16.8% | +4.4% |
| 6M | +1.6% | +11.2% | -9.6% | -2.7% |
| YTD | +16.1% | -11.2% | +27.4% | +14.5% |
| 1Y | +27.3% | -22.5% | +49.9% | +26.9% |
| 3Y | +50.9% | -1.3% | +52.2% | +38.5% |
| All | +84.5% | -54.5% | +139.0% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling