+2,527.8%
IBKR vs AMBA
+796.0%
+1,731.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +7.9% | +2.7% | +5.2% | +7.4% |
| 30D | -2.8% | -2.2% | -0.6% | -2.4% |
| 3M | -10.5% | -26.6% | +16.2% | -5.6% |
| 6M | -3.7% | -26.8% | +23.0% | -1.3% |
| YTD | +27.6% | -15.1% | +42.7% | +26.5% |
| 1Y | +22.5% | -32.3% | +54.8% | +25.9% |
| 3Y | +307.2% | +19.8% | +287.4% | +263.2% |
| 5Y | +357.7% | -69.2% | +426.9% | +379.9% |
| 10Y | +846.8% | +0.8% | +846.0% | +660.6% |
| All | +2,527.8% | +796.0% | +1,731.9% | +1,568.9% |
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