+41.6%
D vs AMBA
-0.9%
+42.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -1.6% |
| 7D | +3.0% | -7.2% | +10.2% | +3.1% |
| 30D | +11.5% | -10.4% | +21.9% | +11.7% |
| 3M | +3.7% | -30.1% | +33.9% | +4.6% |
| 6M | +13.5% | -22.4% | +36.0% | +13.6% |
| YTD | +20.7% | -17.3% | +38.1% | +20.3% |
| 1Y | +18.2% | -35.4% | +53.6% | +18.7% |
| 3Y | +73.3% | +18.6% | +54.7% | +66.8% |
| 5Y | +12.3% | -69.8% | +82.1% | +12.3% |
| All | +41.6% | -0.9% | +42.5% | +24.0% |
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