+44.9%
B vs AMBA
+837.3%
-792.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | -1.6% | -11.0% | +9.4% | -0.8% |
| 30D | +9.4% | -23.2% | +32.6% | +11.5% |
| 3M | +5.0% | -12.7% | +17.7% | +5.3% |
| 6M | -3.5% | +11.2% | -14.8% | -5.2% |
| YTD | +4.5% | -11.2% | +15.7% | +4.0% |
| 1Y | +67.8% | -22.5% | +90.3% | +68.0% |
| 3Y | +196.7% | -1.3% | +198.0% | +188.0% |
| 5Y | +151.9% | -54.2% | +206.1% | +145.7% |
| 10Y | +202.2% | -6.1% | +208.3% | +173.5% |
| All | +44.9% | +837.3% | -792.4% | +11.7% |
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