-26.6%
BAH vs AMBA
+16.7%
-43.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.6% | -4.6% |
| 7D | -3.5% | -7.2% | +3.7% | -3.4% |
| 30D | +24.3% | -10.4% | +34.6% | +24.6% |
| 3M | +16.3% | -30.1% | +46.4% | +17.5% |
| 6M | +13.6% | -22.4% | +36.0% | +13.6% |
| YTD | +3.5% | -17.3% | +20.8% | +2.7% |
| 1Y | +2.7% | -35.4% | +38.1% | +3.3% |
| 3Y | -26.6% | +18.6% | -45.2% | -31.3% |
| All | -26.6% | +16.7% | -43.3% | -31.3% |
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 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