+271.0%
AMT vs AMBA
+722.2%
-451.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.4% | +9.0% | +0.2% |
| 7D | +4.4% | -14.6% | +18.9% | +5.4% |
| 30D | +17.7% | -18.8% | +36.5% | +19.2% |
| 3M | +16.7% | -32.6% | +49.3% | +19.4% |
| 6M | +11.1% | -25.8% | +36.9% | +11.6% |
| YTD | +13.9% | -22.1% | +36.0% | +13.5% |
| 1Y | +12.5% | -36.2% | +48.7% | +13.5% |
| 3Y | +13.2% | +10.0% | +3.2% | +5.6% |
| 5Y | -17.9% | -71.6% | +53.7% | -16.9% |
| 10Y | +122.8% | -4.7% | +127.5% | +92.6% |
| All | +271.0% | +722.2% | -451.2% | +179.9% |
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