+270.9%
DD vs AMBA
+837.3%
-566.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -3.5% | -11.0% | +7.4% | -1.6% |
| 30D | -10.3% | -23.2% | +12.8% | -6.2% |
| 3M | -7.5% | -12.7% | +5.2% | -7.3% |
| 6M | -8.0% | +11.2% | -19.2% | -12.6% |
| YTD | +10.5% | -11.2% | +21.7% | +8.7% |
| 1Y | +38.3% | -22.5% | +60.8% | +37.9% |
| 3Y | +42.5% | -1.3% | +43.8% | +30.5% |
| 5Y | +60.2% | -54.2% | +114.3% | +55.6% |
| 10Y | +68.9% | -6.1% | +75.0% | +33.7% |
| All | +270.9% | +837.3% | -566.4% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling