+590.7%
FIVE vs AMBA
+722.2%
-131.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.2% | -2.3% |
| 7D | -1.7% | -14.6% | +12.8% | +1.5% |
| 30D | +14.9% | -18.8% | +33.7% | +19.6% |
| 3M | +7.6% | -32.6% | +40.2% | +15.9% |
| 6M | +6.4% | -25.8% | +32.2% | +8.1% |
| YTD | +28.1% | -22.1% | +50.2% | +27.3% |
| 1Y | +54.7% | -36.2% | +90.9% | +59.3% |
| 3Y | +36.1% | +10.0% | +26.1% | +19.2% |
| 5Y | +14.9% | -71.6% | +86.4% | +23.1% |
| 10Y | +578.8% | -4.7% | +583.6% | +446.8% |
| All | +590.7% | +722.2% | -131.5% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling