+13.3%
AMP vs AMBA
-32.6%
+45.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.2% |
| 7D | -1.1% | +2.6% | -3.6% | -1.2% |
| 30D | +4.4% | -3.6% | +7.9% | +4.5% |
| 3M | -7.3% | -24.6% | +17.3% | -6.0% |
| 6M | +12.9% | -21.6% | +34.5% | +12.6% |
| YTD | +7.5% | -11.8% | +19.2% | +4.0% |
| 1Y | +13.3% | -33.2% | +46.5% | +13.0% |
| All | +13.3% | -32.6% | +45.9% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling