+368.3%
IJH vs AMBA
+818.6%
-450.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.3% |
| 7D | +0.6% | 0.0% | +0.7% | +0.6% |
| 30D | +1.3% | -8.6% | +9.9% | +2.6% |
| 3M | -4.1% | -29.0% | +24.9% | +0.9% |
| 6M | +1.1% | -19.2% | +20.3% | +1.4% |
| YTD | +13.6% | -13.0% | +26.6% | +11.5% |
| 1Y | +16.0% | -31.3% | +47.3% | +17.9% |
| 3Y | +60.9% | +28.1% | +32.8% | +40.4% |
| 5Y | +37.9% | -69.4% | +107.4% | +42.5% |
| 10Y | +180.1% | +7.6% | +172.5% | +121.4% |
| All | +368.3% | +818.6% | -450.3% | +180.8% |
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