-11.4%
F vs AMBA
-72.1%
+60.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | +0.9% |
| 7D | +1.4% | -14.6% | +15.9% | +4.8% |
| 30D | +2.0% | -18.8% | +20.8% | +6.3% |
| 3M | -10.4% | -32.6% | +22.2% | -3.2% |
| 6M | +9.7% | -25.8% | +35.5% | +11.3% |
| YTD | -1.2% | -22.1% | +20.9% | -2.3% |
| 1Y | 0.0% | -36.2% | +36.3% | +3.1% |
| 3Y | +41.1% | +10.0% | +31.1% | +13.7% |
| 5Y | -11.4% | -71.6% | +60.1% | -11.2% |
| All | -11.4% | -72.1% | +60.7% | -11.2% |
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 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