+138.0%
B vs AMBA
-70.4%
+208.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | 0.0% |
| 7D | +9.6% | -7.2% | +16.8% | +10.3% |
| 30D | +3.5% | -10.4% | +13.9% | +4.5% |
| 3M | -1.6% | -30.1% | +28.5% | +1.5% |
| 6M | -1.7% | -22.4% | +20.8% | -0.8% |
| YTD | -5.3% | -17.3% | +12.0% | -5.5% |
| 1Y | +27.2% | -35.4% | +62.6% | +29.2% |
| 3Y | +166.1% | +18.6% | +147.5% | +154.4% |
| All | +138.0% | -70.4% | +208.4% | +110.1% |
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