+29.9%
B vs AMBA
+807.9%
-778.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.7% | +10.1% | +8.4% |
| 7D | +1.1% | -8.1% | +9.2% | +1.7% |
| 30D | +0.3% | -10.8% | +11.1% | +1.1% |
| 3M | +5.4% | -25.9% | +31.3% | +7.6% |
| 6M | +5.5% | -13.9% | +19.4% | +5.5% |
| YTD | -6.3% | -14.0% | +7.7% | -6.6% |
| 1Y | +29.4% | -25.7% | +55.0% | +29.9% |
| 3Y | +160.3% | +21.5% | +138.8% | +150.0% |
| 5Y | +144.6% | -68.9% | +213.5% | +144.0% |
| 10Y | +169.3% | +5.2% | +164.1% | +141.7% |
| All | +29.9% | +807.9% | -778.0% | +0.3% |
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 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