-12.7%
BA vs AMBA
-33.1%
+20.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.9% | -2.1% |
| 7D | -0.1% | -14.6% | +14.5% | +0.6% |
| 30D | -9.1% | -18.8% | +9.7% | -8.4% |
| 3M | -28.2% | -32.6% | +4.4% | -27.1% |
| 6M | -23.1% | -25.8% | +2.7% | -23.3% |
| YTD | -20.6% | -22.1% | +1.6% | -22.0% |
| 1Y | -12.7% | -36.2% | +23.5% | -14.9% |
| All | -12.7% | -33.1% | +20.4% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling