+0.3%
APA vs AMBA
-0.9%
+1.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +1.1% |
| 7D | -15.5% | -7.2% | -8.3% | -14.0% |
| 30D | +2.4% | -10.4% | +12.8% | +4.8% |
| 3M | +22.8% | -30.1% | +52.9% | +32.8% |
| 6M | +17.9% | -22.4% | +40.4% | +18.2% |
| YTD | +87.7% | -17.3% | +105.0% | +80.6% |
| 1Y | +94.2% | -35.4% | +129.6% | +97.9% |
| 3Y | +27.2% | +18.6% | +8.6% | 0.0% |
| 5Y | +74.1% | -69.8% | +144.0% | +85.8% |
| All | +0.3% | -0.9% | +1.2% | -38.4% |
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