+316.8%
BLK vs AMBA
+4.3%
+312.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +5.2% | -2.6% | +7.9% | +5.7% |
| 30D | +12.9% | -10.5% | +23.4% | +15.2% |
| 3M | +8.6% | -26.4% | +35.0% | +14.7% |
| 6M | +13.9% | -20.9% | +34.8% | +14.3% |
| YTD | +16.1% | -14.8% | +30.9% | +13.5% |
| 1Y | +15.3% | -36.1% | +51.4% | +19.2% |
| 3Y | +96.5% | +20.2% | +76.2% | +65.1% |
| 5Y | +43.8% | -67.2% | +111.1% | +47.6% |
| 10Y | +316.8% | +5.0% | +311.8% | +182.7% |
| All | +316.8% | +4.3% | +312.4% | +182.7% |
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