-30.0%
BAX vs AMBA
-1.0%
-29.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.1% | -11.0% | +9.8% | -0.2% |
| 30D | -5.5% | -23.2% | +17.7% | -3.5% |
| 3M | +33.5% | -12.7% | +46.3% | +33.1% |
| 6M | +35.9% | +11.2% | +24.6% | +29.7% |
| YTD | +35.4% | -11.2% | +46.6% | +32.5% |
| 1Y | +9.8% | -22.5% | +32.3% | +8.3% |
| All | -30.0% | -1.0% | -29.0% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling