-31.7%
APA vs AMBA
+837.3%
-868.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +0.5% | -11.0% | +11.5% | +3.0% |
| 30D | +23.4% | -23.2% | +46.6% | +30.0% |
| 3M | +12.7% | -12.7% | +25.4% | +12.3% |
| 6M | +39.4% | +11.2% | +28.2% | +28.6% |
| YTD | +79.0% | -11.2% | +90.2% | +72.2% |
| 1Y | +88.8% | -22.5% | +111.4% | +84.5% |
| 3Y | +6.4% | -1.3% | +7.7% | -7.0% |
| 5Y | +153.0% | -54.2% | +207.1% | +140.6% |
| 10Y | +7.5% | -6.1% | +13.7% | -19.3% |
| All | -31.7% | +837.3% | -868.9% | -61.0% |
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