+1,226.1%
AMP vs AMBA
+837.3%
+388.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +0.2% | -11.0% | +11.2% | +2.5% |
| 30D | -0.1% | -23.2% | +23.1% | +5.1% |
| 3M | +23.6% | -12.7% | +36.3% | +23.5% |
| 6M | +20.4% | +11.2% | +9.1% | +12.3% |
| YTD | +15.4% | -11.2% | +26.7% | +12.4% |
| 1Y | +11.0% | -22.5% | +33.5% | +9.7% |
| 3Y | +70.5% | -1.3% | +71.8% | +50.9% |
| 5Y | +121.4% | -54.2% | +175.6% | +113.1% |
| 10Y | +575.6% | -6.1% | +581.7% | +405.0% |
| All | +1,226.1% | +837.3% | +388.8% | +591.4% |
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