+1,086.3%
AMP vs AMBA
+772.6%
+313.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.7% | -2.8% |
| 7D | +2.2% | -7.2% | +9.4% | +3.6% |
| 30D | +2.2% | -10.4% | +12.6% | +4.1% |
| 3M | -10.4% | -30.1% | +19.7% | -4.6% |
| 6M | +5.8% | -22.4% | +28.3% | +6.3% |
| YTD | +3.3% | -17.3% | +20.6% | +1.3% |
| 1Y | +11.1% | -35.4% | +46.5% | +14.1% |
| 3Y | +56.0% | +18.6% | +37.4% | +31.6% |
| 5Y | +76.1% | -69.8% | +145.9% | +84.4% |
| 10Y | +590.2% | +1.1% | +589.1% | +410.9% |
| All | +1,086.3% | +772.6% | +313.8% | +522.9% |
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