+28.6%
DD vs AMBA
-35.5%
+64.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +6.7% | +10.7% | -3.9% | +5.6% |
| 30D | +19.4% | -5.0% | +24.5% | +19.8% |
| 3M | +7.6% | -26.9% | +34.5% | +10.6% |
| 6M | +2.9% | -21.9% | +24.8% | +2.9% |
| YTD | +29.9% | -13.8% | +43.7% | +25.7% |
| 1Y | +28.6% | -36.1% | +64.7% | +25.0% |
| All | +28.6% | -35.5% | +64.2% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling