+387.2%
BE vs AMBA
-70.4%
+457.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.7% | +0.2% |
| 7D | -14.7% | -7.2% | -7.5% | -10.8% |
| 30D | -40.5% | -10.4% | -30.1% | -36.7% |
| 3M | -24.3% | -30.1% | +5.8% | -9.3% |
| 6M | -39.3% | -22.4% | -16.9% | -33.7% |
| YTD | +99.4% | -17.3% | +116.7% | +108.2% |
| 1Y | +26.6% | -35.4% | +62.0% | +48.4% |
| 3Y | +1,616.9% | +18.6% | +1,598.3% | +1,276.6% |
| All | +387.2% | -70.4% | +457.6% | +483.4% |
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