+186.7%
B vs AMBA
-0.9%
+187.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | +0.1% |
| 7D | +9.6% | -7.2% | +16.8% | +10.1% |
| 30D | +3.5% | -10.4% | +13.9% | +4.3% |
| 3M | -1.6% | -30.1% | +28.5% | +0.8% |
| 6M | -1.7% | -22.4% | +20.8% | -1.0% |
| YTD | -5.3% | -17.3% | +12.0% | -5.4% |
| 1Y | +27.2% | -35.4% | +62.6% | +28.9% |
| 3Y | +166.1% | +18.6% | +147.5% | +157.1% |
| 5Y | +136.5% | -69.8% | +206.3% | +132.4% |
| All | +186.7% | -0.9% | +187.5% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling