+7.2%
BAH vs AMBA
-69.7%
+76.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.2% |
| 7D | +1.7% | +2.7% | -1.0% | +1.6% |
| 30D | +20.8% | -2.2% | +23.0% | +20.8% |
| 3M | +11.6% | -26.6% | +38.2% | +12.9% |
| 6M | +23.1% | -26.8% | +49.9% | +23.8% |
| YTD | +5.3% | -15.1% | +20.4% | +4.4% |
| 1Y | +6.1% | -32.3% | +38.4% | +6.6% |
| 3Y | -27.5% | +19.8% | -47.3% | -31.1% |
| All | +7.2% | -69.7% | +76.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling