+217.6%
BAC vs AMBA
-0.9%
+218.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +3.2% | +2.7% | +0.6% | +2.7% |
| 30D | -0.7% | -2.2% | +1.5% | -0.6% |
| 3M | -20.0% | -26.6% | +6.7% | -15.9% |
| 6M | +3.4% | -26.8% | +30.2% | +5.3% |
| YTD | -5.7% | -15.1% | +9.4% | -7.8% |
| 1Y | -1.4% | -32.3% | +30.8% | +0.2% |
| 3Y | +97.9% | +19.8% | +78.1% | +68.4% |
| 5Y | +22.9% | -69.2% | +92.2% | +27.5% |
| All | +217.6% | -0.9% | +218.5% | +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 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