+1,130.3%
AMP vs AMBA
+818.6%
+311.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +2.6% |
| 7D | +3.1% | 0.0% | +3.2% | +3.0% |
| 30D | +3.9% | -8.6% | +12.5% | +5.5% |
| 3M | -5.8% | -29.0% | +23.2% | 0.0% |
| 6M | +12.1% | -19.2% | +31.3% | +11.7% |
| YTD | +7.1% | -13.0% | +20.1% | +4.0% |
| 1Y | +14.2% | -31.3% | +45.5% | +15.8% |
| 3Y | +62.5% | +28.1% | +34.3% | +34.9% |
| 5Y | +82.6% | -69.4% | +152.1% | +91.0% |
| 10Y | +515.9% | +7.6% | +508.3% | +350.6% |
| All | +1,130.3% | +818.6% | +311.6% | +539.4% |
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