-31.3%
AMT vs AMBA
-54.5%
+23.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | -11.0% | +10.7% | +0.2% |
| 30D | +4.6% | -23.2% | +27.8% | +5.7% |
| 3M | -8.4% | -12.7% | +4.3% | -8.5% |
| 6M | -6.0% | +11.2% | -17.2% | -7.9% |
| YTD | +2.1% | -11.2% | +13.3% | +1.3% |
| 1Y | -6.4% | -22.5% | +16.2% | -6.8% |
| 3Y | +8.1% | -1.3% | +9.4% | +2.5% |
| All | -31.3% | -54.5% | +23.2% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling