+31.8%
BA vs AMBA
-0.9%
+32.6%
-77.9%
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% | -0.8% |
| 7D | +1.1% | -7.2% | +8.3% | +2.6% |
| 30D | -7.9% | -10.4% | +2.5% | -6.0% |
| 3M | -25.3% | -30.1% | +4.8% | -19.8% |
| 6M | -24.6% | -22.4% | -2.2% | -24.1% |
| YTD | -20.1% | -17.3% | -2.8% | -21.9% |
| 1Y | -11.8% | -35.4% | +23.6% | -9.3% |
| 3Y | -10.1% | +18.6% | -28.8% | -26.3% |
| 5Y | -22.7% | -69.8% | +47.1% | -19.0% |
| All | +31.8% | -0.9% | +32.6% | -14.8% |
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