+45.3%
AR vs AMBA
-0.9%
+46.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -7.0% | -2.0% |
| 7D | -14.3% | -7.2% | -7.0% | -13.1% |
| 30D | +1.4% | -10.4% | +11.8% | +3.2% |
| 3M | +3.4% | -30.1% | +33.5% | +9.8% |
| 6M | -2.1% | -22.4% | +20.4% | -1.6% |
| YTD | +4.7% | -17.3% | +22.1% | +1.9% |
| 1Y | +10.6% | -35.4% | +46.0% | +12.7% |
| 3Y | +24.6% | +18.6% | +6.0% | +3.9% |
| 5Y | +71.9% | -69.8% | +141.7% | +79.2% |
| All | +45.3% | -0.9% | +46.2% | -5.4% |
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 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