+262.3%
BA vs AMBA
+837.3%
-575.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +1.2% | -11.0% | +12.1% | +3.2% |
| 30D | -11.6% | -23.2% | +11.5% | -7.5% |
| 3M | -2.4% | -12.7% | +10.3% | -2.3% |
| 6M | -6.6% | +11.2% | -17.8% | -12.0% |
| YTD | -2.2% | -11.2% | +9.0% | -4.5% |
| 1Y | -8.0% | -22.5% | +14.5% | -9.0% |
| 3Y | -5.0% | -1.3% | -3.7% | -14.4% |
| 5Y | -2.7% | -54.2% | +51.4% | -6.1% |
| 10Y | +75.9% | -6.1% | +82.0% | +39.2% |
| All | +262.3% | +837.3% | -575.0% | +153.4% |
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