+48.3%
DOW vs AMBA
-32.7%
+81.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -1.6% |
| 7D | -9.5% | -7.2% | -2.3% | -9.7% |
| 30D | +13.1% | -10.4% | +23.4% | +12.8% |
| 3M | +4.8% | -30.1% | +35.0% | +3.9% |
| 6M | -16.7% | -22.4% | +5.8% | -16.7% |
| YTD | +38.9% | -17.3% | +56.2% | +41.2% |
| 1Y | +48.3% | -35.4% | +83.7% | +49.2% |
| All | +48.3% | -32.7% | +81.0% | +49.2% |
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