-23.1%
BA vs AMBA
-72.1%
+48.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.9% | -0.7% |
| 7D | -0.1% | -14.6% | +14.5% | +2.9% |
| 30D | -9.1% | -18.8% | +9.7% | -5.7% |
| 3M | -28.2% | -32.6% | +4.4% | -23.0% |
| 6M | -23.1% | -25.8% | +2.7% | -22.0% |
| YTD | -20.6% | -22.1% | +1.6% | -21.3% |
| 1Y | -12.7% | -36.2% | +23.5% | -10.5% |
| 3Y | -11.6% | +10.0% | -21.5% | -26.2% |
| 5Y | -23.1% | -71.6% | +48.4% | -25.7% |
| All | -23.1% | -72.1% | +48.9% | -25.7% |
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 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