-22.5%
BB vs AMBA
-70.4%
+47.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.1% | -1.7% | +2.2% |
| 7D | +3.8% | -7.2% | +11.0% | +6.5% |
| 30D | -0.3% | -10.4% | +10.0% | +3.9% |
| 3M | -0.5% | -30.1% | +29.7% | +12.5% |
| 6M | +45.9% | -22.4% | +68.3% | +52.3% |
| YTD | +130.6% | -17.3% | +148.0% | +130.4% |
| 1Y | +89.2% | -35.4% | +124.6% | +103.9% |
| 3Y | +137.5% | +18.6% | +118.9% | +87.3% |
| All | -22.5% | -70.4% | +47.9% | -20.2% |
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 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