+132.5%
BP vs AMBA
+837.3%
-704.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.9% | -11.0% | +14.9% | +5.3% |
| 30D | +7.6% | -23.2% | +30.8% | +10.7% |
| 3M | +0.7% | -12.7% | +13.4% | +0.7% |
| 6M | +15.5% | +11.2% | +4.3% | +11.0% |
| YTD | +30.8% | -11.2% | +42.1% | +28.7% |
| 1Y | +34.3% | -22.5% | +56.8% | +33.1% |
| 3Y | +35.1% | -1.3% | +36.4% | +24.8% |
| 5Y | +126.8% | -54.2% | +181.0% | +117.9% |
| 10Y | +123.4% | -6.1% | +129.5% | +81.1% |
| All | +132.5% | +837.3% | -704.8% | +42.3% |
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