+3.2%
HYG vs AMBA
-21.5%
+24.7%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -0.7% | +7.1% | -7.8% | -0.9% |
| 30D | -0.6% | -18.1% | +17.5% | -0.2% |
| 3M | +0.4% | +8.4% | -7.9% | 0.0% |
| 6M | +1.2% | +25.7% | -24.5% | 0.0% |
| YTD | +1.5% | -4.2% | +5.7% | +0.7% |
| 1Y | +3.2% | -18.7% | +21.9% | +2.4% |
| All | +3.2% | -21.5% | +24.7% | +2.4% |
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 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