+553.6%
FIVE vs AMBA
-6.6%
+560.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.2% | -1.9% |
| 7D | -1.7% | -14.6% | +12.8% | +2.2% |
| 30D | +14.9% | -18.8% | +33.7% | +20.6% |
| 3M | +7.6% | -32.6% | +40.2% | +17.7% |
| 6M | +6.4% | -25.8% | +32.2% | +8.1% |
| YTD | +28.1% | -22.1% | +50.2% | +26.5% |
| 1Y | +54.7% | -36.2% | +90.9% | +59.6% |
| 3Y | +36.1% | +10.0% | +26.1% | +13.4% |
| 5Y | +14.9% | -71.6% | +86.4% | +25.3% |
| All | +553.6% | -6.6% | +560.2% | +334.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling