+202.1%
BA vs AMBA
+807.9%
-605.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +2.4% |
| 7D | +5.9% | -8.1% | +14.0% | +7.5% |
| 30D | -8.2% | -10.8% | +2.6% | -6.4% |
| 3M | -25.4% | -25.9% | +0.5% | -21.6% |
| 6M | -20.0% | -13.9% | -6.2% | -20.9% |
| YTD | -18.5% | -14.0% | -4.5% | -20.2% |
| 1Y | -10.6% | -25.7% | +15.1% | -10.8% |
| 3Y | -9.3% | +21.5% | -30.7% | -21.6% |
| 5Y | -16.9% | -68.9% | +52.0% | -14.3% |
| 10Y | +37.9% | +5.2% | +32.7% | +8.2% |
| All | +202.1% | +807.9% | -605.8% | +111.7% |
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