+99.4%
DD vs AMBA
+0.6%
+98.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | +6.7% | +10.7% | -3.9% | +4.5% |
| 30D | +19.4% | -5.0% | +24.5% | +20.4% |
| 3M | +7.6% | -26.9% | +34.5% | +13.9% |
| 6M | +2.9% | -21.9% | +24.8% | +3.8% |
| YTD | +29.9% | -13.8% | +43.7% | +27.0% |
| 1Y | +28.6% | -36.1% | +64.7% | +33.2% |
| 3Y | +90.0% | +21.6% | +68.4% | +61.5% |
| 5Y | +68.1% | -68.8% | +136.9% | +74.4% |
| All | +99.4% | +0.6% | +98.8% | +33.1% |
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