+88.2%
DD vs AMBA
-0.9%
+89.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | -0.1% |
| 7D | +4.6% | -7.2% | +11.9% | +6.1% |
| 30D | +11.8% | -10.4% | +22.2% | +13.9% |
| 3M | +2.2% | -30.1% | +32.3% | +9.1% |
| 6M | -1.6% | -22.4% | +20.8% | -0.6% |
| YTD | +23.0% | -17.3% | +40.4% | +21.3% |
| 1Y | +26.9% | -35.4% | +62.3% | +31.0% |
| 3Y | +77.9% | +18.6% | +59.3% | +52.0% |
| 5Y | +59.9% | -69.8% | +129.7% | +66.7% |
| All | +88.2% | -0.9% | +89.1% | +26.8% |
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