-63.9%
BAX vs AMBA
-70.4%
+6.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | +0.1% |
| 7D | +12.1% | -7.2% | +19.4% | +12.7% |
| 30D | +7.6% | -10.4% | +18.0% | +8.4% |
| 3M | -4.5% | -30.1% | +25.6% | -2.1% |
| 6M | +52.0% | -22.4% | +74.5% | +52.1% |
| YTD | +35.1% | -17.3% | +52.5% | +33.6% |
| 1Y | +43.7% | -35.4% | +79.1% | +45.0% |
| 3Y | -20.9% | +18.6% | -39.6% | -27.1% |
| All | -63.9% | -70.4% | +6.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling