+214.5%
BAC vs AMBA
+0.6%
+213.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +1.5% | +10.7% | -9.2% | -0.4% |
| 30D | -6.4% | -5.0% | -1.4% | -5.7% |
| 3M | -21.7% | -26.9% | +5.2% | -17.6% |
| 6M | +0.5% | -21.9% | +22.4% | +1.0% |
| YTD | -6.7% | -13.8% | +7.1% | -9.0% |
| 1Y | -4.7% | -36.1% | +31.4% | -1.9% |
| 3Y | +96.1% | +21.6% | +74.4% | +66.4% |
| 5Y | +21.7% | -68.8% | +90.5% | +25.9% |
| All | +214.5% | +0.6% | +213.8% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling