+63.4%
AME vs AMBA
-72.1%
+135.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.6% |
| 7D | -11.4% | -14.6% | +3.1% | -9.4% |
| 30D | -12.1% | -18.8% | +6.7% | -9.5% |
| 3M | -12.3% | -32.6% | +20.3% | -7.6% |
| 6M | -4.6% | -25.8% | +21.2% | -3.0% |
| YTD | +9.1% | -22.1% | +31.2% | +9.3% |
| 1Y | +13.3% | -36.2% | +49.5% | +16.4% |
| 3Y | +58.2% | +10.0% | +48.2% | +42.3% |
| 5Y | +63.4% | -71.6% | +135.0% | +60.3% |
| All | +63.4% | -72.1% | +135.5% | +60.3% |
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