+605.8%
AME vs AMBA
+722.2%
-116.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.6% |
| 7D | -11.4% | -14.6% | +3.1% | -9.3% |
| 30D | -12.1% | -18.8% | +6.7% | -9.5% |
| 3M | -12.3% | -32.6% | +20.3% | -7.5% |
| 6M | -4.6% | -25.8% | +21.2% | -2.9% |
| YTD | +9.1% | -22.1% | +31.2% | +9.5% |
| 1Y | +13.3% | -36.2% | +49.5% | +16.5% |
| 3Y | +58.2% | +10.0% | +48.2% | +43.6% |
| 5Y | +63.4% | -71.6% | +135.0% | +70.2% |
| 10Y | +436.7% | -4.7% | +441.4% | +332.2% |
| All | +605.8% | +722.2% | -116.4% | +374.7% |
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