+292.1%
AU vs AMBA
+837.3%
-545.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.3% |
| 7D | -3.6% | -11.0% | +7.3% | -2.9% |
| 30D | +23.9% | -23.2% | +47.0% | +26.2% |
| 3M | +19.1% | -12.7% | +31.8% | +19.4% |
| 6M | -0.2% | +11.2% | -11.4% | -2.0% |
| YTD | +32.5% | -11.2% | +43.7% | +31.8% |
| 1Y | +96.9% | -22.5% | +119.5% | +97.2% |
| 3Y | +614.7% | -1.3% | +616.0% | +591.8% |
| 5Y | +647.7% | -54.2% | +701.9% | +626.4% |
| 10Y | +679.2% | -6.1% | +685.3% | +600.6% |
| All | +292.1% | +837.3% | -545.1% | +131.5% |
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