+821.5%
BNY vs AMBA
+810.0%
+11.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +3.6% | +10.7% | -7.1% | +2.1% |
| 30D | +8.8% | -5.0% | +13.8% | +9.5% |
| 3M | -5.8% | -26.9% | +21.1% | -2.0% |
| 6M | +15.5% | -21.9% | +37.4% | +16.3% |
| YTD | +33.9% | -13.8% | +47.7% | +31.8% |
| 1Y | +38.0% | -36.1% | +74.1% | +41.4% |
| 3Y | +258.2% | +21.6% | +236.6% | +217.3% |
| 5Y | +191.1% | -68.8% | +259.9% | +197.2% |
| 10Y | +322.3% | +2.3% | +319.9% | +234.6% |
| All | +821.5% | +810.0% | +11.5% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling