+15.5%
BND vs AMBA
-5.3%
+20.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | -6.4% | +6.6% | +0.2% |
| 30D | -0.4% | -26.8% | +26.5% | -0.1% |
| 3M | -0.2% | -7.6% | +7.4% | -0.3% |
| 6M | -1.2% | +21.2% | -22.4% | -1.5% |
| YTD | -0.3% | -10.4% | +10.1% | -0.4% |
| 1Y | +0.4% | -24.4% | +24.8% | +0.4% |
| 3Y | +13.4% | +6.0% | +7.4% | +12.6% |
| 5Y | -1.5% | -53.9% | +52.4% | -2.1% |
| 10Y | +15.5% | -6.2% | +21.6% | +14.1% |
| All | +15.5% | -5.3% | +20.7% | +14.1% |
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