+11,700.1%
FIX vs AMBA
+807.9%
+10,892.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -1.7% | -13.3% | -14.7% |
| 7D | -18.9% | -8.1% | -10.8% | -17.3% |
| 30D | -36.3% | -10.8% | -25.5% | -34.7% |
| 3M | -38.5% | -25.9% | -12.6% | -34.6% |
| 6M | -42.3% | -13.9% | -28.4% | -41.9% |
| YTD | +17.1% | -14.0% | +31.1% | +17.0% |
| 1Y | +14.4% | -25.7% | +40.1% | +17.3% |
| 3Y | +486.7% | +21.5% | +465.2% | +427.8% |
| 5Y | +1,083.7% | -68.9% | +1,152.7% | +1,175.9% |
| 10Y | +3,932.4% | +5.2% | +3,927.2% | +3,069.9% |
| All | +11,700.1% | +807.9% | +10,892.2% | +5,136.7% |
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