+682.0%
AU vs AMBA
-54.5%
+736.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.3% |
| 7D | -3.6% | -11.0% | +7.3% | -2.6% |
| 30D | +23.9% | -23.2% | +47.0% | +26.9% |
| 3M | +19.1% | -12.7% | +31.8% | +19.4% |
| 6M | -0.2% | +11.2% | -11.4% | -2.6% |
| YTD | +32.5% | -11.2% | +43.7% | +31.4% |
| 1Y | +96.9% | -22.5% | +119.5% | +96.9% |
| 3Y | +614.7% | -1.3% | +616.0% | +583.1% |
| All | +682.0% | -54.5% | +736.5% | +589.6% |
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