+18.9%
COMP vs AMBA
-20.7%
+39.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.4% | -11.0% | +12.3% | +3.0% |
| 30D | -13.3% | -23.2% | +9.8% | -10.1% |
| 3M | +41.1% | -12.7% | +53.8% | +41.6% |
| 6M | +17.2% | +11.2% | +6.0% | +12.3% |
| YTD | +5.2% | -11.2% | +16.4% | +0.1% |
| 1Y | +18.9% | -22.5% | +41.5% | +18.4% |
| All | +18.9% | -20.7% | +39.6% | +18.4% |
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 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