+318.3%
BLK vs AMBA
-0.9%
+319.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.8% |
| 7D | +3.7% | +2.7% | +1.1% | +3.2% |
| 30D | +13.9% | -2.2% | +16.1% | +14.1% |
| 3M | +3.9% | -26.6% | +30.6% | +9.9% |
| 6M | +13.0% | -26.8% | +39.8% | +15.4% |
| YTD | +16.1% | -15.1% | +31.3% | +13.7% |
| 1Y | +16.8% | -32.3% | +49.0% | +19.2% |
| 3Y | +97.7% | +19.8% | +77.9% | +66.1% |
| 5Y | +42.1% | -69.2% | +111.4% | +47.8% |
| All | +318.3% | -0.9% | +319.3% | +184.6% |
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 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