+73.3%
AR vs AMBA
-72.1%
+145.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -1.7% |
| 7D | -11.7% | -14.6% | +2.9% | -10.0% |
| 30D | +1.8% | -18.8% | +20.6% | +4.3% |
| 3M | +6.0% | -32.6% | +38.6% | +10.6% |
| 6M | -7.0% | -25.8% | +18.8% | -6.2% |
| YTD | +5.6% | -22.1% | +27.7% | +4.5% |
| 1Y | +10.8% | -36.2% | +47.0% | +12.6% |
| 3Y | +19.3% | +10.0% | +9.3% | +6.3% |
| 5Y | +73.3% | -71.6% | +144.9% | +65.4% |
| All | +73.3% | -72.1% | +145.4% | +65.4% |
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