+142.4%
AMT vs AMBA
-0.9%
+143.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +1.5% | +2.7% | -1.2% | +1.3% |
| 30D | +6.8% | -2.2% | +9.0% | +6.8% |
| 3M | +11.2% | -26.6% | +37.9% | +13.1% |
| 6M | +12.5% | -26.8% | +39.2% | +13.2% |
| YTD | +12.5% | -15.1% | +27.6% | +11.4% |
| 1Y | +10.1% | -32.3% | +42.4% | +10.7% |
| 3Y | +16.0% | +19.8% | -3.8% | +6.6% |
| 5Y | -17.2% | -69.2% | +52.1% | -16.3% |
| All | +142.4% | -0.9% | +143.4% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling