+105.9%
BP vs AMBA
-72.1%
+178.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.4% | -1.3% |
| 7D | -11.2% | -14.6% | +3.3% | -10.2% |
| 30D | -0.7% | -18.8% | +18.1% | +0.7% |
| 3M | +9.8% | -32.6% | +42.4% | +12.7% |
| 6M | -1.6% | -25.8% | +24.2% | -1.2% |
| YTD | +33.5% | -22.1% | +55.6% | +32.7% |
| 1Y | +31.7% | -36.2% | +68.0% | +33.1% |
| 3Y | +45.1% | +10.0% | +35.2% | +32.8% |
| 5Y | +105.9% | -71.6% | +177.5% | +98.1% |
| All | +105.9% | -72.1% | +178.0% | +98.1% |
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 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