+889.0%
BNY vs AMBA
+837.3%
+51.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +1.4% | -11.0% | +12.4% | +3.1% |
| 30D | +3.8% | -23.2% | +27.0% | +7.7% |
| 3M | +14.9% | -12.7% | +27.6% | +15.0% |
| 6M | +40.3% | +11.2% | +29.1% | +34.1% |
| YTD | +43.8% | -11.2% | +55.0% | +41.4% |
| 1Y | +58.9% | -22.5% | +81.4% | +57.9% |
| 3Y | +290.4% | -1.3% | +291.7% | +258.3% |
| 5Y | +250.1% | -54.2% | +304.2% | +238.0% |
| 10Y | +410.7% | -6.1% | +416.8% | +309.0% |
| All | +889.0% | +837.3% | +51.7% | +470.3% |
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