+234.9%
BHP vs AMBA
+837.3%
-602.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -2.9% | -11.0% | +8.1% | -1.0% |
| 30D | +3.4% | -23.2% | +26.5% | +7.9% |
| 3M | +4.1% | -12.7% | +16.8% | +4.7% |
| 6M | +20.6% | +11.2% | +9.4% | +15.3% |
| YTD | +56.1% | -11.2% | +67.3% | +54.1% |
| 1Y | +69.6% | -22.5% | +92.1% | +69.6% |
| 3Y | +78.8% | -1.3% | +80.1% | +63.8% |
| 5Y | +113.1% | -54.2% | +167.2% | +105.3% |
| 10Y | +505.9% | -6.1% | +512.0% | +370.4% |
| All | +234.9% | +837.3% | -602.4% | +93.6% |
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