+69.7%
APA vs AMBA
-72.1%
+141.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.2% | -0.7% |
| 7D | -15.6% | -14.6% | -1.0% | -13.4% |
| 30D | -0.9% | -18.8% | +17.9% | +2.3% |
| 3M | +26.1% | -32.6% | +58.7% | +33.6% |
| 6M | +6.1% | -25.8% | +31.9% | +7.0% |
| YTD | +82.8% | -22.1% | +105.0% | +80.1% |
| 1Y | +106.5% | -36.2% | +142.7% | +110.3% |
| 3Y | +21.9% | +10.0% | +11.9% | +4.3% |
| 5Y | +69.7% | -71.6% | +141.2% | +67.7% |
| All | +69.7% | -72.1% | +141.7% | +67.7% |
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