-14.7%
AMRZ vs AMBA
-32.7%
+18.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -2.1% |
| 7D | +1.2% | -7.2% | +8.4% | +1.5% |
| 30D | +15.1% | -10.4% | +25.4% | +15.6% |
| 3M | -18.1% | -30.1% | +12.1% | -16.6% |
| 6M | -23.5% | -22.4% | -1.0% | -24.3% |
| YTD | -21.6% | -17.3% | -4.3% | -25.4% |
| 1Y | -14.7% | -35.4% | +20.6% | -16.7% |
| All | -14.7% | -32.7% | +18.0% | -16.7% |
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