-51.1%
BIDU vs AMBA
+7.9%
-58.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.8% |
| 7D | -0.8% | +2.6% | -3.4% | -1.7% |
| 30D | -5.4% | -3.6% | -1.8% | -4.9% |
| 3M | -24.7% | -24.6% | -0.1% | -19.8% |
| 6M | -45.3% | -21.6% | -23.7% | -44.4% |
| YTD | -39.0% | -11.8% | -27.2% | -40.5% |
| 1Y | -39.6% | -33.2% | -6.4% | -37.0% |
| 3Y | -24.7% | +24.5% | -49.2% | -38.4% |
| 5Y | -52.3% | -67.7% | +15.3% | -49.8% |
| 10Y | -51.1% | +4.7% | -55.8% | -67.2% |
| All | -51.1% | +7.9% | -58.9% | -67.2% |
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