+582.4%
AMP vs AMBA
-5.3%
+587.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +2.6% | -6.4% | +9.0% | +4.1% |
| 30D | +0.8% | -26.8% | +27.7% | +8.2% |
| 3M | +24.3% | -7.6% | +31.9% | +22.7% |
| 6M | +20.6% | +21.2% | -0.6% | +8.5% |
| YTD | +14.6% | -10.4% | +25.0% | +10.6% |
| 1Y | +14.5% | -24.4% | +39.0% | +13.4% |
| 3Y | +67.9% | +6.0% | +61.9% | +41.0% |
| 5Y | +122.5% | -53.9% | +176.4% | +109.1% |
| All | +582.4% | -5.3% | +587.7% | +313.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling