+34.5%
D vs AMBA
-7.1%
+41.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +0.4% | -11.0% | +11.4% | +0.8% |
| 30D | -3.6% | -23.2% | +19.6% | -2.9% |
| 3M | -1.0% | -12.7% | +11.7% | -1.0% |
| 6M | +6.3% | +11.2% | -4.9% | +5.0% |
| YTD | +14.7% | -11.2% | +25.9% | +14.2% |
| 1Y | +16.9% | -22.5% | +39.5% | +16.6% |
| 3Y | +56.8% | -1.3% | +58.1% | +52.4% |
| 5Y | +5.2% | -54.2% | +59.4% | +2.9% |
| All | +34.5% | -7.1% | +41.6% | +20.6% |
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 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