+2,875.8%
IBKR vs AMBA
+837.3%
+2,038.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.3% | -11.0% | +7.7% | -1.3% |
| 30D | +4.5% | -23.2% | +27.6% | +9.3% |
| 3M | +6.5% | -12.7% | +19.2% | +7.0% |
| 6M | +34.2% | +11.2% | +23.0% | +27.3% |
| YTD | +44.5% | -11.2% | +55.7% | +42.4% |
| 1Y | +44.7% | -22.5% | +67.2% | +45.0% |
| 3Y | +306.7% | -1.3% | +308.1% | +274.8% |
| 5Y | +489.9% | -54.2% | +544.0% | +478.4% |
| 10Y | +1,019.5% | -6.1% | +1,025.6% | +804.0% |
| All | +2,875.8% | +837.3% | +2,038.5% | +1,779.0% |
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 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