+651.3%
AME vs AMBA
+837.3%
-185.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 3M | +4.1% | -12.7% | +16.8% | +4.5% |
| 6M | +1.6% | +11.2% | -9.6% | -2.5% |
| YTD | +16.1% | -11.2% | +27.4% | +14.6% |
| 1Y | +27.3% | -22.5% | +49.9% | +27.1% |
| 3Y | +50.9% | -1.3% | +52.2% | +39.5% |
| 5Y | +81.4% | -54.2% | +135.5% | +75.9% |
| 10Y | +417.0% | -6.1% | +423.1% | +314.4% |
| All | +651.3% | +837.3% | -185.9% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling