+36.4%
BLK vs AMBA
-53.9%
+90.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -3.6% | -11.0% | +7.3% | -1.5% |
| 30D | -1.0% | -23.2% | +22.2% | +3.9% |
| 3M | +10.4% | -12.7% | +23.1% | +10.3% |
| 6M | +8.2% | +11.2% | -3.0% | +1.0% |
| YTD | +6.0% | -11.2% | +17.3% | +3.3% |
| 1Y | +3.3% | -22.5% | +25.9% | +2.1% |
| 3Y | +70.3% | -1.3% | +71.6% | +49.6% |
| All | +36.4% | -53.9% | +90.3% | +23.4% |
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