+57.6%
HYG vs AMBA
+7.9%
+49.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | -0.2% | +2.6% | -2.8% | -0.4% |
| 30D | +0.6% | -3.6% | +4.2% | +0.7% |
| 3M | -1.2% | -24.6% | +23.4% | +0.2% |
| 6M | -0.4% | -21.6% | +21.2% | -0.1% |
| YTD | +0.8% | -11.8% | +12.6% | 0.0% |
| 1Y | +1.7% | -33.2% | +34.9% | +2.4% |
| 3Y | +24.7% | +24.5% | +0.2% | +17.7% |
| 5Y | +18.4% | -67.7% | +86.1% | +18.3% |
| 10Y | +57.6% | +4.7% | +52.9% | +38.4% |
| All | +57.6% | +7.9% | +49.7% | +38.4% |
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