+278.5%
BLK vs AMBA
+2.6%
+275.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.4% | -10.5% | -3.8% |
| 7D | -2.7% | +2.5% | -5.1% | -3.3% |
| 30D | -4.8% | -16.1% | +11.4% | -1.6% |
| 3M | +6.5% | +4.6% | +1.8% | +2.6% |
| 6M | +13.2% | +29.2% | -16.0% | +2.2% |
| YTD | +1.8% | -2.9% | +4.7% | -2.6% |
| 1Y | -1.0% | -18.7% | +17.7% | -2.9% |
| 3Y | +66.0% | +14.9% | +51.1% | +41.8% |
| 5Y | +31.2% | -53.0% | +84.2% | +24.6% |
| 10Y | +278.5% | +8.3% | +270.2% | +155.6% |
| All | +278.5% | +2.6% | +275.9% | +155.6% |
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