+17.8%
BB vs AMBA
+799.6%
-781.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | +11.6% | -2.6% | +14.2% | +12.4% |
| 30D | +2.6% | -10.5% | +13.1% | +6.2% |
| 3M | +3.5% | -26.4% | +29.9% | +12.7% |
| 6M | +43.5% | -20.9% | +64.4% | +48.3% |
| YTD | +141.2% | -14.8% | +156.0% | +140.6% |
| 1Y | +97.4% | -36.1% | +133.5% | +111.3% |
| 3Y | +151.1% | +20.2% | +130.9% | +114.7% |
| 5Y | -12.8% | -67.2% | +54.5% | -3.8% |
| 10Y | +27.5% | +5.0% | +22.5% | -1.9% |
| All | +17.8% | +799.6% | -781.8% | -57.0% |
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