+120.4%
AS vs AMBA
+18.4%
+102.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | -4.9% | -11.0% | +6.1% | -2.4% |
| 30D | -19.6% | -23.2% | +3.6% | -14.8% |
| 3M | -14.4% | -12.7% | -1.7% | -14.7% |
| 6M | -20.1% | +11.2% | -31.3% | -27.5% |
| YTD | -20.9% | -11.2% | -9.7% | -24.2% |
| 1Y | -21.9% | -22.5% | +0.7% | -23.7% |
| All | +120.4% | +18.4% | +102.0% | +74.7% |
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