+14.0%
D vs AMBA
-72.1%
+86.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.3% | -0.1% |
| 7D | +6.9% | -14.6% | +21.5% | +7.0% |
| 30D | +12.3% | -18.8% | +31.1% | +12.4% |
| 3M | +3.0% | -32.6% | +35.6% | +3.2% |
| 6M | +12.8% | -25.8% | +38.6% | +12.7% |
| YTD | +22.6% | -22.1% | +44.7% | +22.3% |
| 1Y | +21.7% | -36.2% | +57.9% | +21.7% |
| 3Y | +83.9% | +10.0% | +73.9% | +79.1% |
| 5Y | +14.0% | -71.6% | +85.5% | +9.0% |
| All | +14.0% | -72.1% | +86.0% | +9.0% |
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 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