-29.5%
DOW vs AMBA
-70.4%
+40.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.6% |
| 7D | -9.5% | -7.2% | -2.3% | -8.7% |
| 30D | +13.1% | -10.4% | +23.4% | +14.4% |
| 3M | +4.8% | -30.1% | +35.0% | +9.3% |
| 6M | -16.7% | -22.4% | +5.8% | -16.6% |
| YTD | +38.9% | -17.3% | +56.2% | +36.2% |
| 1Y | +48.3% | -35.4% | +83.7% | +50.8% |
| 3Y | -24.4% | +18.6% | -43.0% | -33.6% |
| All | -29.5% | -70.4% | +40.9% | -35.6% |
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