-24.3%
BB vs AMBA
-72.1%
+47.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +5.0% | -1.1% |
| 7D | -8.9% | -14.6% | +5.6% | -3.7% |
| 30D | -12.6% | -18.8% | +6.2% | -5.6% |
| 3M | -4.1% | -32.6% | +28.5% | +9.8% |
| 6M | +49.5% | -25.8% | +75.3% | +58.5% |
| YTD | +120.8% | -22.1% | +143.0% | +125.4% |
| 1Y | +76.2% | -36.2% | +112.4% | +90.2% |
| 3Y | +123.8% | +10.0% | +113.8% | +81.4% |
| 5Y | -24.3% | -71.6% | +47.3% | -20.4% |
| All | -24.3% | -72.1% | +47.8% | -20.4% |
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