+484.9%
IBKR vs AMBA
-53.9%
+538.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -3.8% | +7.1% | -10.9% | -5.2% |
| 30D | -0.3% | -18.1% | +17.8% | +3.6% |
| 3M | +4.8% | +8.4% | -3.6% | +0.6% |
| 6M | +30.8% | +25.7% | +5.1% | +19.1% |
| YTD | +39.5% | -4.2% | +43.7% | +34.3% |
| 1Y | +43.7% | -18.7% | +62.3% | +41.8% |
| 3Y | +284.7% | +13.3% | +271.3% | +236.2% |
| 5Y | +484.9% | -54.2% | +539.1% | +462.1% |
| All | +484.9% | -53.9% | +538.8% | +462.1% |
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