-49.3%
COMP vs AMBA
-42.2%
-7.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.1% | +4.6% | +8.4% |
| 7D | +13.4% | -7.2% | +20.7% | +16.7% |
| 30D | +11.1% | -10.4% | +21.5% | +15.4% |
| 3M | -18.8% | -30.1% | +11.3% | -8.2% |
| 6M | +10.5% | -22.4% | +32.9% | +12.7% |
| YTD | -3.4% | -17.3% | +13.9% | -6.2% |
| 1Y | +19.7% | -35.4% | +55.1% | +26.8% |
| 3Y | +381.6% | +18.6% | +363.0% | +231.5% |
| 5Y | -17.6% | -69.8% | +52.2% | -14.8% |
| All | -49.3% | -42.2% | -7.2% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling