+17.3%
HYG vs AMBA
-69.1%
+86.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +0.3% | -2.7% | +2.9% | +0.4% |
| 30D | -0.1% | -10.5% | +10.4% | +0.5% |
| 3M | -1.9% | -26.4% | +24.5% | -0.4% |
| 6M | -1.3% | -20.9% | +19.6% | -1.1% |
| YTD | +0.1% | -14.8% | +14.9% | -0.6% |
| 1Y | +1.0% | -36.1% | +37.1% | +2.1% |
| 3Y | +23.8% | +20.2% | +3.5% | +16.3% |
| 5Y | +17.3% | -67.2% | +84.6% | +14.4% |
| All | +17.3% | -69.1% | +86.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling