+130.7%
C vs AMBA
-54.5%
+185.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +3.6% | -11.0% | +14.6% | +5.7% |
| 30D | +0.1% | -23.2% | +23.2% | +4.6% |
| 3M | +2.4% | -12.7% | +15.1% | +2.6% |
| 6M | +24.9% | +11.2% | +13.7% | +17.7% |
| YTD | +19.8% | -11.2% | +31.0% | +17.3% |
| 1Y | +44.9% | -22.5% | +67.4% | +43.7% |
| 3Y | +263.0% | -1.3% | +264.3% | +226.6% |
| All | +130.7% | -54.5% | +185.2% | +102.8% |
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