+17,312.3%
FIX vs AMBA
+837.3%
+16,475.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +6.0% | -11.0% | +17.0% | +8.7% |
| 30D | -7.2% | -23.2% | +15.9% | -1.8% |
| 3M | -15.9% | -12.7% | -3.1% | -14.5% |
| 6M | +12.7% | +11.2% | +1.5% | +7.6% |
| YTD | +72.8% | -11.2% | +84.0% | +72.1% |
| 1Y | +122.9% | -22.5% | +145.4% | +126.8% |
| 3Y | +774.3% | -1.3% | +775.6% | +718.5% |
| 5Y | +2,049.5% | -54.2% | +2,103.6% | +2,054.9% |
| 10Y | +5,821.5% | -6.1% | +5,827.6% | +4,621.8% |
| All | +17,312.3% | +837.3% | +16,475.1% | +7,599.5% |
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