+786.3%
BAH vs AMBA
+837.3%
-50.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -3.2% | -11.0% | +7.7% | -2.4% |
| 30D | +2.0% | -23.2% | +25.2% | +3.9% |
| 3M | -7.6% | -12.7% | +5.1% | -7.7% |
| 6M | -5.7% | +11.2% | -16.9% | -8.2% |
| YTD | -11.7% | -11.2% | -0.5% | -12.6% |
| 1Y | -27.4% | -22.5% | -4.8% | -27.7% |
| 3Y | -32.5% | -1.3% | -31.2% | -35.7% |
| 5Y | -3.3% | -54.2% | +50.8% | -5.8% |
| 10Y | +186.0% | -6.1% | +192.1% | +143.4% |
| All | +786.3% | +837.3% | -50.9% | +396.4% |
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