+147.2%
AR vs AMBA
-54.5%
+201.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | -11.0% | +13.5% | +4.0% |
| 30D | +14.8% | -23.2% | +38.0% | +18.4% |
| 3M | +6.2% | -12.7% | +18.9% | +6.2% |
| 6M | +4.3% | +11.2% | -6.9% | -0.7% |
| YTD | +14.4% | -11.2% | +25.6% | +11.7% |
| 1Y | +21.3% | -22.5% | +43.9% | +20.0% |
| 3Y | +39.8% | -1.3% | +41.1% | +26.6% |
| All | +147.2% | -54.5% | +201.8% | +122.4% |
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