+82.3%
HYG vs AMBA
+837.3%
-755.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.2% | -11.0% | +10.8% | +0.4% |
| 30D | +0.1% | -23.2% | +23.3% | +1.4% |
| 3M | +0.7% | -12.7% | +13.4% | +0.7% |
| 6M | +1.5% | +11.2% | -9.7% | -0.1% |
| YTD | +2.2% | -11.2% | +13.4% | +1.6% |
| 1Y | +3.9% | -22.5% | +26.4% | +3.7% |
| 3Y | +26.0% | -1.3% | +27.3% | +22.0% |
| 5Y | +19.2% | -54.2% | +73.3% | +17.1% |
| 10Y | +54.8% | -6.1% | +60.9% | +42.5% |
| All | +82.3% | +837.3% | -755.0% | +55.4% |
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 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