+9.0%
BAH vs AMBA
-69.7%
+78.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | +1.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +17.3% | -8.6% | +25.8% | +17.6% |
| 3M | +14.9% | -29.0% | +43.8% | +16.4% |
| 6M | +14.2% | -19.2% | +33.5% | +14.2% |
| YTD | +5.1% | -13.0% | +18.1% | +4.2% |
| 1Y | +2.1% | -31.3% | +33.3% | +2.5% |
| 3Y | -26.0% | +28.1% | -54.1% | -30.0% |
| 5Y | +9.0% | -69.4% | +78.4% | +6.6% |
| All | +9.0% | -69.7% | +78.7% | +6.6% |
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