-35.6%
BAX vs AMBA
+4.3%
-39.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +3.6% | -2.6% | +6.3% | +3.9% |
| 30D | +8.5% | -10.5% | +19.0% | +9.5% |
| 3M | -4.9% | -26.4% | +21.6% | -2.5% |
| 6M | +47.0% | -20.9% | +67.9% | +47.0% |
| YTD | +38.4% | -14.8% | +53.2% | +36.6% |
| 1Y | +49.1% | -36.1% | +85.2% | +51.1% |
| 3Y | -14.9% | +20.2% | -35.1% | -22.0% |
| 5Y | -63.1% | -67.2% | +4.1% | -63.3% |
| 10Y | -35.6% | +5.0% | -40.6% | -50.8% |
| All | -35.6% | +4.3% | -39.9% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling