+1,126.1%
AMP vs AMBA
+818.6%
+307.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.3% | -1.9% | +2.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | +3.6% | -8.6% | +12.1% | +5.1% |
| 3M | -6.1% | -29.0% | +22.9% | -0.3% |
| 6M | +11.7% | -19.2% | +30.9% | +11.3% |
| YTD | +6.7% | -13.0% | +19.7% | +3.6% |
| 1Y | +13.8% | -31.3% | +45.1% | +15.4% |
| 3Y | +61.9% | +28.1% | +33.8% | +34.4% |
| 5Y | +82.0% | -69.4% | +151.4% | +90.3% |
| 10Y | +513.8% | +7.6% | +506.2% | +349.1% |
| All | +1,126.1% | +818.6% | +307.5% | +537.2% |
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