+599.6%
BAC vs AMBA
+722.2%
-122.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -2.0% |
| 7D | -2.7% | -14.6% | +11.9% | -0.1% |
| 30D | -8.0% | -18.8% | +10.8% | -4.9% |
| 3M | -20.9% | -32.6% | +11.7% | -16.0% |
| 6M | -5.4% | -25.8% | +20.4% | -4.1% |
| YTD | -8.1% | -22.1% | +14.0% | -8.4% |
| 1Y | -3.1% | -36.2% | +33.1% | -0.6% |
| 3Y | +88.1% | +10.0% | +78.1% | +66.3% |
| 5Y | +19.7% | -71.6% | +91.3% | +25.1% |
| 10Y | +275.9% | -4.7% | +280.6% | +186.7% |
| All | +599.6% | +722.2% | -122.6% | +231.3% |
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