+18.9%
BAH vs AMBA
-23.4%
+42.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +0.5% |
| 7D | +6.0% | -14.6% | +20.6% | +5.0% |
| 30D | +31.1% | -18.8% | +49.9% | +29.4% |
| 3M | +25.2% | -32.6% | +57.7% | +22.0% |
| 6M | +18.9% | -25.8% | +44.7% | +17.9% |
| All | +18.9% | -23.4% | +42.3% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling