+13.8%
FIX vs AMBA
-34.6%
+48.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -13.9% | -2.6% | -11.3% | -13.0% |
| 30D | -35.5% | -10.5% | -25.1% | -33.3% |
| 3M | -33.9% | -26.4% | -7.5% | -28.0% |
| 6M | -43.3% | -20.9% | -22.4% | -41.8% |
| YTD | +18.7% | -14.8% | +33.5% | +13.1% |
| 1Y | +13.8% | -36.1% | +49.8% | +14.3% |
| All | +13.8% | -34.6% | +48.4% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling