-0.8%
BB vs AMBA
+837.3%
-838.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -5.6% | -11.0% | +5.3% | -2.5% |
| 30D | -11.8% | -23.2% | +11.4% | -5.0% |
| 3M | -25.5% | -12.7% | -12.8% | -24.1% |
| 6M | +121.3% | +11.2% | +110.1% | +107.0% |
| YTD | +103.2% | -11.2% | +114.4% | +100.7% |
| 1Y | +102.6% | -22.5% | +125.2% | +104.6% |
| 3Y | +37.5% | -1.3% | +38.8% | +24.0% |
| 5Y | -30.4% | -54.2% | +23.7% | -29.1% |
| 10Y | 0.0% | -6.1% | +6.1% | -22.2% |
| All | -0.8% | +837.3% | -838.0% | -64.1% |
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