-50.6%
BIDU vs AMBA
-5.3%
-45.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -7.2% |
| 7D | -2.4% | -6.4% | +4.0% | -0.9% |
| 30D | -15.6% | -26.8% | +11.2% | -8.7% |
| 3M | -22.3% | -7.6% | -14.7% | -22.5% |
| 6M | -22.3% | +21.2% | -43.5% | -29.1% |
| YTD | -29.2% | -10.4% | -18.8% | -30.7% |
| 1Y | -14.8% | -24.4% | +9.6% | -13.7% |
| 3Y | -31.8% | +6.0% | -37.8% | -41.2% |
| 5Y | -43.1% | -53.9% | +10.8% | -45.2% |
| 10Y | -50.6% | -6.2% | -44.5% | -65.5% |
| All | -50.6% | -5.3% | -45.4% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling