-35.4%
DOW vs AMBA
-1.0%
-34.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.9% |
| 7D | -2.4% | -11.0% | +8.6% | -0.8% |
| 30D | +0.4% | -23.2% | +23.5% | +4.0% |
| 3M | -14.4% | -12.7% | -1.7% | -14.8% |
| 6M | -7.0% | +11.2% | -18.2% | -13.4% |
| YTD | +30.2% | -11.2% | +41.4% | +26.3% |
| 1Y | +29.2% | -22.5% | +51.7% | +27.2% |
| All | -35.4% | -1.0% | -34.5% | -43.8% |
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