-52.0%
BIDU vs AMBA
+12.8%
-64.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -2.4% |
| 7D | +5.4% | 0.0% | +5.4% | +5.2% |
| 30D | -5.0% | -8.6% | +3.5% | -3.2% |
| 3M | -26.1% | -29.0% | +2.8% | -20.1% |
| 6M | -42.6% | -19.2% | -23.3% | -42.1% |
| YTD | -38.0% | -13.0% | -25.0% | -39.3% |
| 1Y | -35.7% | -31.3% | -4.4% | -33.5% |
| 3Y | -22.9% | +28.1% | -51.1% | -37.5% |
| 5Y | -49.9% | -69.4% | +19.6% | -46.5% |
| 10Y | -52.0% | +7.6% | -59.6% | -67.8% |
| All | -52.0% | +12.8% | -64.8% | -67.8% |
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