+0.1%
BAX vs AMBA
+837.3%
-837.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | +33.5% | -12.7% | +46.3% | +33.3% |
| 6M | +35.9% | +11.2% | +24.6% | +31.7% |
| YTD | +35.4% | -11.2% | +46.6% | +33.7% |
| 1Y | +9.8% | -22.5% | +32.3% | +9.1% |
| 3Y | -32.7% | -1.3% | -31.4% | -36.3% |
| 5Y | -65.6% | -54.2% | -11.4% | -66.7% |
| 10Y | -34.9% | -6.1% | -28.8% | -45.1% |
| All | +0.1% | +837.3% | -837.2% | -34.2% |
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