+353.8%
IBKR vs AMBA
-69.7%
+423.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +7.9% | +2.7% | +5.2% | +7.3% |
| 30D | -2.8% | -2.2% | -0.6% | -2.3% |
| 3M | -10.5% | -26.6% | +16.2% | -4.9% |
| 6M | -3.7% | -26.8% | +23.0% | -1.1% |
| YTD | +27.6% | -15.1% | +42.7% | +25.6% |
| 1Y | +22.5% | -32.3% | +54.8% | +25.9% |
| 3Y | +307.2% | +19.8% | +287.4% | +250.5% |
| All | +353.8% | -69.7% | +423.5% | +356.0% |
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