+207.2%
COMP vs AMBA
-1.0%
+208.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.4% | -11.0% | +12.3% | +4.1% |
| 30D | -13.3% | -23.2% | +9.8% | -7.8% |
| 3M | +41.1% | -12.7% | +53.8% | +41.5% |
| 6M | +17.2% | +11.2% | +6.0% | +8.6% |
| YTD | +5.2% | -11.2% | +16.4% | +1.9% |
| 1Y | +18.9% | -22.5% | +41.5% | +16.6% |
| All | +207.2% | -1.0% | +208.1% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling