-50.2%
COMP vs AMBA
-39.8%
-10.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.5% | +8.4% |
| 7D | +9.5% | -8.1% | +17.6% | +12.8% |
| 30D | +8.1% | -10.8% | +18.8% | +12.2% |
| 3M | -16.3% | -25.9% | +9.6% | -7.6% |
| 6M | +42.2% | -13.9% | +56.1% | +39.0% |
| YTD | -5.0% | -14.0% | +9.0% | -9.2% |
| 1Y | +20.1% | -25.7% | +45.8% | +19.7% |
| 3Y | +358.4% | +21.5% | +337.0% | +213.1% |
| 5Y | -21.9% | -68.9% | +47.0% | -20.4% |
| All | -50.2% | -39.8% | -10.3% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling