-25.6%
COMP vs AMBA
-72.1%
+46.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.3% | -4.5% |
| 7D | -1.8% | -14.6% | +12.8% | +4.3% |
| 30D | -0.8% | -18.8% | +18.0% | +7.0% |
| 3M | -28.1% | -32.6% | +4.5% | -17.4% |
| 6M | +27.0% | -25.8% | +52.8% | +31.5% |
| YTD | -12.8% | -22.1% | +9.3% | -13.7% |
| 1Y | +4.9% | -36.2% | +41.1% | +11.1% |
| 3Y | +321.0% | +10.0% | +311.0% | +187.9% |
| 5Y | -25.6% | -71.6% | +46.0% | -23.6% |
| All | -25.6% | -72.1% | +46.5% | -23.6% |
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