-38.8%
BIDU vs AMBA
-33.2%
-5.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -2.1% |
| 7D | +5.4% | 0.0% | +5.4% | +5.2% |
| 30D | -5.0% | -8.6% | +3.5% | -3.6% |
| 3M | -26.1% | -29.0% | +2.8% | -21.3% |
| 6M | -42.6% | -19.2% | -23.3% | -42.8% |
| YTD | -38.0% | -13.0% | -25.0% | -41.9% |
| All | -38.8% | -33.2% | -5.5% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling