+8.8%
COMP vs AMBA
-32.6%
+41.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.0% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +16.3% | -3.6% | +19.9% | +16.9% |
| 3M | -19.1% | -24.6% | +5.5% | -15.4% |
| 6M | +17.1% | -21.6% | +38.7% | +18.5% |
| YTD | -2.9% | -11.8% | +8.9% | -10.7% |
| 1Y | +8.8% | -33.2% | +42.0% | +4.1% |
| All | +8.8% | -32.6% | +41.4% | +4.1% |
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