-13.2%
BX vs AMBA
-32.7%
+19.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -0.9% |
| 7D | +1.8% | -7.2% | +9.0% | +2.5% |
| 30D | +7.9% | -10.4% | +18.3% | +8.8% |
| 3M | -9.6% | -30.1% | +20.5% | -6.6% |
| 6M | -2.3% | -22.4% | +20.2% | -3.5% |
| YTD | -19.3% | -17.3% | -1.9% | -22.7% |
| 1Y | -13.2% | -35.4% | +22.1% | -15.9% |
| All | -13.2% | -32.7% | +19.5% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling