+99.7%
DD vs AMBA
+4.3%
+95.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | +2.2% | -2.6% | +4.9% | +2.7% |
| 30D | +20.7% | -10.5% | +31.2% | +23.2% |
| 3M | +11.3% | -26.4% | +37.7% | +17.7% |
| 6M | +6.0% | -20.9% | +26.9% | +6.6% |
| YTD | +31.7% | -14.8% | +46.5% | +29.1% |
| 1Y | +32.2% | -36.1% | +68.3% | +36.9% |
| 3Y | +92.7% | +20.2% | +72.4% | +64.3% |
| 5Y | +72.1% | -67.2% | +139.4% | +76.6% |
| 10Y | +99.7% | +5.0% | +94.7% | +33.5% |
| All | +99.7% | +4.3% | +95.3% | +33.5% |
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