-24.2%
AR vs AMBA
+239.6%
-263.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +2.5% | -11.0% | +13.5% | +4.5% |
| 30D | +14.8% | -23.2% | +38.0% | +19.8% |
| 3M | +6.2% | -12.7% | +18.9% | +6.2% |
| 6M | +4.3% | +11.2% | -6.9% | -1.9% |
| YTD | +14.4% | -11.2% | +25.6% | +11.1% |
| 1Y | +21.3% | -22.5% | +43.9% | +19.5% |
| 3Y | +39.8% | -1.3% | +41.1% | +25.3% |
| 5Y | +142.1% | -54.2% | +196.2% | +129.3% |
| 10Y | +52.0% | -6.1% | +58.2% | +14.4% |
| All | -24.2% | +239.6% | -263.8% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling