-49.3%
BIDU vs AMBA
-70.4%
+21.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.1% | -3.1% | +1.5% |
| 7D | +7.2% | -7.2% | +14.4% | +9.0% |
| 30D | -4.0% | -10.4% | +6.4% | -1.7% |
| 3M | -25.1% | -30.1% | +5.0% | -18.7% |
| 6M | -41.8% | -22.4% | -19.3% | -40.7% |
| YTD | -37.3% | -17.3% | -20.0% | -38.0% |
| 1Y | -35.6% | -35.4% | -0.2% | -32.4% |
| 3Y | -24.5% | +18.6% | -43.1% | -38.3% |
| All | -49.3% | -70.4% | +21.1% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling