+127.7%
BP vs AMBA
+12.8%
+114.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | -0.5% |
| 7D | -6.9% | 0.0% | -6.8% | -6.9% |
| 30D | -3.6% | -8.6% | +5.0% | -2.7% |
| 3M | +8.4% | -29.0% | +37.4% | +12.5% |
| 6M | +5.3% | -19.2% | +24.6% | +5.2% |
| YTD | +33.2% | -13.0% | +46.1% | +30.3% |
| 1Y | +28.2% | -31.3% | +59.4% | +29.1% |
| 3Y | +49.2% | +28.1% | +21.1% | +29.8% |
| 5Y | +102.9% | -69.4% | +172.3% | +108.1% |
| 10Y | +127.7% | +7.6% | +120.0% | +64.2% |
| All | +127.7% | +12.8% | +114.9% | +64.2% |
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