+194.4%
BA vs AMBA
+722.2%
-527.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.4% | +6.9% | -0.8% |
| 7D | -0.1% | -14.6% | +14.5% | +2.7% |
| 30D | -9.1% | -18.8% | +9.7% | -5.9% |
| 3M | -28.2% | -32.6% | +4.4% | -23.4% |
| 6M | -23.1% | -25.8% | +2.7% | -21.9% |
| YTD | -20.6% | -22.1% | +1.6% | -20.9% |
| 1Y | -12.7% | -36.2% | +23.5% | -10.4% |
| 3Y | -11.6% | +10.0% | -21.5% | -22.3% |
| 5Y | -23.1% | -71.6% | +48.4% | -19.5% |
| 10Y | +34.4% | -4.7% | +39.1% | +7.3% |
| All | +194.4% | +722.2% | -527.8% | +109.9% |
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 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