-17.6%
BB vs AMBA
-69.7%
+52.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.3% | +0.2% | +3.6% |
| 7D | +15.0% | 0.0% | +15.0% | +14.9% |
| 30D | +3.5% | -8.6% | +12.1% | +7.2% |
| 3M | +2.7% | -29.0% | +31.6% | +15.4% |
| 6M | +44.7% | -19.2% | +64.0% | +48.9% |
| YTD | +143.3% | -13.0% | +156.3% | +138.6% |
| 1Y | +102.2% | -31.3% | +133.5% | +113.1% |
| 3Y | +156.1% | +28.1% | +128.0% | +96.4% |
| 5Y | -17.6% | -69.4% | +51.8% | -16.7% |
| All | -17.6% | -69.7% | +52.1% | -16.7% |
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