+622.0%
FIVE vs AMBA
+837.3%
-215.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.3% |
| 7D | +4.3% | -11.0% | +15.2% | +6.8% |
| 30D | +12.5% | -23.2% | +35.7% | +18.8% |
| 3M | +31.2% | -12.7% | +44.0% | +31.3% |
| 6M | +14.4% | +11.2% | +3.2% | +6.8% |
| YTD | +33.9% | -11.2% | +45.1% | +30.4% |
| 1Y | +65.1% | -22.5% | +87.6% | +64.0% |
| 3Y | +49.0% | -1.3% | +50.3% | +34.4% |
| 5Y | +30.3% | -54.2% | +84.5% | +28.5% |
| 10Y | +481.1% | -6.1% | +487.2% | +364.8% |
| All | +622.0% | +837.3% | -215.2% | +428.7% |
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