+27.9%
APD vs AMBA
-54.5%
+82.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.2% | -11.0% | +8.7% | -0.9% |
| 30D | +2.1% | -23.2% | +25.3% | +5.1% |
| 3M | +7.2% | -12.7% | +19.9% | +7.4% |
| 6M | +11.2% | +11.2% | 0.0% | +7.5% |
| YTD | +24.4% | -11.2% | +35.6% | +22.9% |
| 1Y | +6.7% | -22.5% | +29.2% | +6.3% |
| 3Y | +9.2% | -1.3% | +10.6% | +1.2% |
| All | +27.9% | -54.5% | +82.4% | +18.4% |
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 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