+53.9%
F vs AMBA
-54.5%
+108.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | +5.3% | -11.0% | +16.3% | +8.1% |
| 30D | +4.6% | -23.2% | +27.8% | +10.8% |
| 3M | -3.7% | -12.7% | +9.1% | -3.5% |
| 6M | +16.8% | +11.2% | +5.6% | +7.7% |
| YTD | +15.3% | -11.2% | +26.5% | +11.7% |
| 1Y | +31.0% | -22.5% | +53.5% | +29.2% |
| 3Y | +45.4% | -1.3% | +46.8% | +23.6% |
| All | +53.9% | -54.5% | +108.5% | +44.6% |
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