+12.8%
APD vs AMBA
-72.1%
+84.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -1.9% |
| 7D | -0.7% | -14.6% | +13.8% | +1.0% |
| 30D | +10.1% | -18.8% | +28.9% | +12.5% |
| 3M | +4.9% | -32.6% | +37.5% | +9.1% |
| 6M | +2.5% | -25.8% | +28.3% | +3.6% |
| YTD | +27.8% | -22.1% | +49.9% | +27.6% |
| 1Y | +32.9% | -36.2% | +69.1% | +35.4% |
| 3Y | +13.4% | +10.0% | +3.4% | +2.7% |
| 5Y | +12.8% | -71.6% | +84.4% | +7.5% |
| All | +12.8% | -72.1% | +84.9% | +7.5% |
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 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