+103.9%
BP vs AMBA
-70.4%
+174.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -0.8% |
| 7D | -11.6% | -7.2% | -4.4% | -11.2% |
| 30D | 0.0% | -10.4% | +10.4% | +0.7% |
| 3M | +6.7% | -30.1% | +36.9% | +9.3% |
| 6M | +2.2% | -22.4% | +24.6% | +2.3% |
| YTD | +33.0% | -17.3% | +50.3% | +31.6% |
| 1Y | +30.7% | -35.4% | +66.1% | +32.2% |
| 3Y | +44.2% | +18.6% | +25.6% | +31.1% |
| All | +103.9% | -70.4% | +174.3% | +95.8% |
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