+13.6%
FIVE vs AMBA
-70.4%
+84.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.9% |
| 7D | -0.3% | -7.2% | +7.0% | +1.4% |
| 30D | +17.7% | -10.4% | +28.0% | +20.3% |
| 3M | +4.0% | -30.1% | +34.1% | +12.5% |
| 6M | +2.6% | -22.4% | +25.0% | +2.9% |
| YTD | +27.6% | -17.3% | +44.9% | +23.5% |
| 1Y | +59.9% | -35.4% | +95.3% | +64.8% |
| 3Y | +35.8% | +18.6% | +17.2% | +8.2% |
| All | +13.6% | -70.4% | +84.1% | +16.9% |
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