-4.6%
DOW vs AMBA
+38.2%
-42.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -6.8% | -2.6% | -4.2% | -6.5% |
| 30D | +10.8% | -10.5% | +21.3% | +12.7% |
| 3M | +4.1% | -26.4% | +30.6% | +9.5% |
| 6M | -12.7% | -20.9% | +8.1% | -13.0% |
| YTD | +39.2% | -14.8% | +54.0% | +34.6% |
| 1Y | +49.5% | -36.1% | +85.5% | +53.0% |
| 3Y | -24.4% | +20.2% | -44.6% | -37.2% |
| 5Y | -29.6% | -67.2% | +37.7% | -28.2% |
| All | -4.6% | +38.2% | -42.8% | -52.0% |
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 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