+10,333.7%
FIX vs AMBA
+722.2%
+9,611.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.4% | -2.1% | -9.4% |
| 7D | -27.2% | -14.6% | -12.7% | -24.4% |
| 30D | -46.9% | -18.8% | -28.1% | -44.3% |
| 3M | -44.4% | -32.6% | -11.8% | -39.5% |
| 6M | -50.9% | -25.8% | -25.1% | -48.8% |
| YTD | +3.5% | -22.1% | +25.7% | +6.0% |
| 1Y | -2.1% | -36.2% | +34.1% | +4.0% |
| 3Y | +418.7% | +10.0% | +408.8% | +378.0% |
| 5Y | +894.6% | -71.6% | +966.1% | +995.7% |
| 10Y | +3,465.5% | -4.7% | +3,470.2% | +2,770.6% |
| All | +10,333.7% | +722.2% | +9,611.5% | +4,642.2% |
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