+987.4%
BAH vs AMBA
+722.2%
+265.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.4% | +10.6% | +1.8% |
| 7D | +6.0% | -14.6% | +20.6% | +7.2% |
| 30D | +31.1% | -18.8% | +49.9% | +32.9% |
| 3M | +25.2% | -32.6% | +57.7% | +28.4% |
| 6M | +18.9% | -25.8% | +44.7% | +19.5% |
| YTD | +8.3% | -22.1% | +30.4% | +7.9% |
| 1Y | +6.2% | -36.2% | +42.4% | +7.3% |
| 3Y | -22.8% | +10.0% | -32.8% | -27.4% |
| 5Y | +13.6% | -71.6% | +85.1% | +15.4% |
| 10Y | +240.2% | -4.7% | +244.9% | +188.2% |
| All | +987.4% | +722.2% | +265.2% | +513.2% |
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