+61.7%
DD vs AMBA
-54.5%
+116.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -3.5% | -11.0% | +7.4% | -1.4% |
| 30D | -10.3% | -23.2% | +12.8% | -5.8% |
| 3M | -7.5% | -12.7% | +5.2% | -7.4% |
| 6M | -8.0% | +11.2% | -19.2% | -13.6% |
| YTD | +10.5% | -11.2% | +21.7% | +8.0% |
| 1Y | +38.3% | -22.5% | +60.8% | +37.3% |
| 3Y | +42.5% | -1.3% | +43.8% | +26.7% |
| All | +61.7% | -54.5% | +116.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling