+234.3%
AU vs AMBA
+772.6%
-538.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.1% | +4.5% |
| 7D | +16.5% | -7.2% | +23.8% | +17.1% |
| 30D | +3.3% | -10.4% | +13.6% | +4.0% |
| 3M | +6.8% | -30.1% | +37.0% | +9.5% |
| 6M | -3.9% | -22.4% | +18.5% | -3.2% |
| YTD | +12.9% | -17.3% | +30.3% | +12.9% |
| 1Y | +43.5% | -35.4% | +78.9% | +45.5% |
| 3Y | +445.5% | +18.6% | +426.9% | +423.0% |
| 5Y | +469.0% | -69.8% | +538.8% | +466.8% |
| 10Y | +698.3% | +1.1% | +697.2% | +609.2% |
| All | +234.3% | +772.6% | -538.3% | +98.3% |
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