+109.4%
C vs AMBA
-72.1%
+181.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.4% | +4.4% | -3.4% |
| 7D | -5.3% | -14.6% | +9.3% | -2.7% |
| 30D | -7.3% | -18.8% | +11.5% | -4.1% |
| 3M | -13.5% | -32.6% | +19.1% | -7.8% |
| 6M | -6.5% | -25.8% | +19.3% | -4.9% |
| YTD | +3.6% | -22.1% | +25.7% | +3.4% |
| 1Y | +18.9% | -36.2% | +55.1% | +22.4% |
| 3Y | +205.0% | +10.0% | +195.0% | +168.4% |
| 5Y | +109.4% | -71.6% | +180.9% | +97.4% |
| All | +109.4% | -72.1% | +181.4% | +97.4% |
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