-99.8%
AMIX vs AMBA
+15.0%
-114.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -13.7% | -11.0% | -2.8% | -12.8% |
| 30D | -62.1% | -23.2% | -38.9% | -61.2% |
| 3M | -46.2% | -12.7% | -33.5% | -46.1% |
| 6M | -46.4% | +11.2% | -57.6% | -47.2% |
| YTD | -60.3% | -11.2% | -49.0% | -60.4% |
| 1Y | -79.7% | -22.5% | -57.1% | -79.6% |
| All | -99.8% | +15.0% | -114.8% | -99.8% |
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