+98.5%
DD vs AMBA
+12.8%
+85.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.3% | +0.6% | +4.8% |
| 7D | +9.8% | 0.0% | +9.8% | +9.8% |
| 30D | +19.3% | -8.6% | +27.9% | +21.3% |
| 3M | +9.4% | -29.0% | +38.3% | +16.4% |
| 6M | +4.8% | -19.2% | +24.0% | +5.0% |
| YTD | +30.2% | -13.0% | +43.2% | +27.2% |
| 1Y | +32.2% | -31.3% | +63.5% | +34.7% |
| 3Y | +93.1% | +28.1% | +64.9% | +62.4% |
| 5Y | +68.0% | -69.4% | +137.4% | +75.0% |
| 10Y | +98.5% | +7.6% | +90.8% | +32.2% |
| All | +98.5% | +12.8% | +85.7% | +32.2% |
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