+135.1%
BAC vs AMBA
-1.0%
+136.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.1% | -11.0% | +12.0% | +2.6% |
| 30D | -0.4% | -23.2% | +22.8% | +2.9% |
| 3M | +16.9% | -12.7% | +29.6% | +16.8% |
| 6M | +26.6% | +11.2% | +15.4% | +19.1% |
| YTD | +15.8% | -11.2% | +27.0% | +13.0% |
| 1Y | +27.2% | -22.5% | +49.7% | +25.4% |
| All | +135.1% | -1.0% | +136.0% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling