+14.0%
AUR vs AMBA
-17.3%
+31.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.5% | -2.7% |
| 7D | +11.1% | +2.5% | +8.6% | +10.0% |
| 30D | -6.9% | -16.1% | +9.3% | -1.8% |
| 3M | +5.5% | +4.6% | +0.9% | +2.2% |
| 6M | +41.0% | +29.2% | +11.8% | +23.4% |
| YTD | +69.3% | -2.9% | +72.2% | +56.5% |
| 1Y | +14.0% | -18.7% | +32.7% | +5.7% |
| All | +14.0% | -17.3% | +31.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling