+77.9%
DD vs AMBA
+16.7%
+61.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | 0.0% |
| 7D | +4.6% | -7.2% | +11.9% | +5.9% |
| 30D | +11.8% | -10.4% | +22.2% | +13.7% |
| 3M | +2.2% | -30.1% | +32.3% | +8.2% |
| 6M | -1.6% | -22.4% | +20.8% | -1.0% |
| YTD | +23.0% | -17.3% | +40.4% | +20.7% |
| 1Y | +26.9% | -35.4% | +62.3% | +30.4% |
| 3Y | +77.9% | +18.6% | +59.3% | +46.1% |
| All | +77.9% | +16.7% | +61.2% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling