-53.7%
BIDU vs AMBA
-69.7%
+16.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -4.6% | +2.7% | -7.2% | -5.3% |
| 30D | -4.5% | -2.2% | -2.4% | -4.4% |
| 3M | -25.4% | -26.6% | +1.3% | -19.9% |
| 6M | -48.1% | -26.8% | -21.3% | -46.3% |
| YTD | -40.2% | -15.1% | -25.1% | -41.3% |
| 1Y | -35.2% | -32.3% | -3.0% | -32.9% |
| 3Y | -27.1% | +19.8% | -46.9% | -40.6% |
| All | -53.7% | -69.7% | +16.0% | -56.6% |
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