-7.0%
AR vs AMBA
-23.4%
+16.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.8% |
| 7D | -11.7% | -14.6% | +2.9% | -11.8% |
| 30D | +1.8% | -18.8% | +20.6% | +1.7% |
| 3M | +6.0% | -32.6% | +38.6% | +5.5% |
| 6M | -7.0% | -25.8% | +18.8% | -7.4% |
| All | -7.0% | -23.4% | +16.3% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling