+164.3%
APD vs AMBA
-7.1%
+171.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.2% | -11.0% | +8.7% | -0.7% |
| 30D | +2.1% | -23.2% | +25.3% | +5.6% |
| 3M | +7.2% | -12.7% | +19.9% | +7.5% |
| 6M | +11.2% | +11.2% | 0.0% | +6.9% |
| YTD | +24.4% | -11.2% | +35.6% | +22.6% |
| 1Y | +6.7% | -22.5% | +29.2% | +6.2% |
| 3Y | +9.2% | -1.3% | +10.6% | +0.4% |
| 5Y | +27.4% | -54.2% | +81.5% | +22.1% |
| All | +164.3% | -7.1% | +171.4% | +97.5% |
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