+3,653.2%
FIX vs AMBA
-0.9%
+3,654.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.7% | +3.8% |
| 7D | -17.5% | -7.2% | -10.2% | -15.6% |
| 30D | -41.6% | -10.4% | -31.2% | -39.8% |
| 3M | -40.6% | -30.1% | -10.5% | -35.1% |
| 6M | -49.4% | -22.4% | -26.9% | -47.6% |
| YTD | +9.2% | -17.3% | +26.5% | +10.1% |
| 1Y | +6.5% | -35.4% | +41.8% | +13.6% |
| 3Y | +448.7% | +18.6% | +430.1% | +385.7% |
| 5Y | +948.7% | -69.8% | +1,018.5% | +1,050.9% |
| All | +3,653.2% | -0.9% | +3,654.1% | +2,558.7% |
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 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