+19.3%
HYG vs AMBA
-53.5%
+72.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | 0.0% | -6.4% | +6.4% | +0.4% |
| 30D | -0.1% | -26.8% | +26.8% | +1.6% |
| 3M | +1.0% | -7.6% | +8.6% | +0.8% |
| 6M | +2.3% | +21.2% | -18.9% | -0.1% |
| YTD | +2.1% | -10.4% | +12.5% | +1.3% |
| 1Y | +3.8% | -24.4% | +28.2% | +3.7% |
| 3Y | +26.7% | +6.0% | +20.7% | +20.8% |
| 5Y | +19.3% | -53.9% | +73.2% | +15.0% |
| All | +19.3% | -53.5% | +72.8% | +15.0% |
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