-57.0%
AUR vs AMBA
-69.7%
+12.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.4% |
| 7D | -4.5% | +2.7% | -7.2% | -5.8% |
| 30D | -16.6% | -2.2% | -14.5% | -15.6% |
| 3M | -38.5% | -26.6% | -11.8% | -27.9% |
| 6M | -49.9% | -26.8% | -23.1% | -45.9% |
| YTD | +9.6% | -15.1% | +24.8% | +6.4% |
| 1Y | +1.2% | -32.3% | +33.5% | +9.4% |
| 3Y | +128.8% | +19.8% | +109.0% | +56.8% |
| All | -57.0% | -69.7% | +12.8% | -44.3% |
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 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