+133.7%
AS vs AMBA
+3.8%
+129.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.4% | +7.2% | -0.2% |
| 7D | +7.1% | -14.6% | +21.7% | +10.7% |
| 30D | +12.8% | -18.8% | +31.6% | +17.6% |
| 3M | -14.7% | -32.6% | +17.9% | -7.7% |
| 6M | -9.9% | -25.8% | +15.9% | -9.0% |
| YTD | -16.1% | -22.1% | +6.0% | -18.0% |
| 1Y | +0.2% | -36.2% | +36.4% | +2.9% |
| All | +133.7% | +3.8% | +129.9% | +89.1% |
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 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