+134.7%
D vs AMBA
+807.9%
-673.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.5% |
| 7D | +8.5% | -8.1% | +16.6% | +8.7% |
| 30D | +14.3% | -10.8% | +25.1% | +14.6% |
| 3M | +1.8% | -25.9% | +27.7% | +2.5% |
| 6M | +13.0% | -13.9% | +26.9% | +12.7% |
| YTD | +22.7% | -14.0% | +36.8% | +22.2% |
| 1Y | +22.6% | -25.7% | +48.3% | +22.5% |
| 3Y | +84.2% | +21.5% | +62.8% | +78.1% |
| 5Y | +15.8% | -68.9% | +84.7% | +15.8% |
| 10Y | +45.8% | +5.2% | +40.6% | +33.4% |
| All | +134.7% | +807.9% | -673.2% | +87.0% |
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 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