+87.4%
BAC vs AMBA
+16.7%
+70.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.5% |
| 7D | -1.2% | -7.2% | +6.1% | -0.3% |
| 30D | -7.7% | -10.4% | +2.7% | -6.5% |
| 3M | -21.2% | -30.1% | +9.0% | -17.9% |
| 6M | -6.8% | -22.4% | +15.6% | -6.6% |
| YTD | -8.7% | -17.3% | +8.6% | -10.3% |
| 1Y | -5.3% | -35.4% | +30.1% | -3.4% |
| 3Y | +87.4% | +18.6% | +68.8% | +53.0% |
| All | +87.4% | +16.7% | +70.7% | +53.0% |
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