-54.5%
AUR vs AMBA
-34.1%
-20.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.1% |
| 7D | +6.6% | -2.7% | +9.2% | +7.9% |
| 30D | -22.0% | -10.5% | -11.5% | -17.5% |
| 3M | -34.8% | -26.4% | -8.4% | -24.7% |
| 6M | -35.7% | -20.9% | -14.8% | -33.4% |
| YTD | +18.5% | -14.8% | +33.3% | +15.8% |
| 1Y | +4.4% | -36.1% | +40.4% | +16.2% |
| 3Y | +150.7% | +20.2% | +130.5% | +83.3% |
| 5Y | -53.6% | -67.2% | +13.7% | -47.0% |
| All | -54.5% | -34.1% | -20.4% | -47.8% |
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