+55.8%
IJR vs AMBA
+3.8%
+52.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -0.2% | -11.0% | +10.8% | +1.8% |
| 30D | -2.4% | -23.2% | +20.7% | +1.9% |
| 3M | +3.9% | -12.7% | +16.6% | +4.1% |
| 6M | +12.4% | +11.2% | +1.2% | +5.4% |
| YTD | +21.5% | -11.2% | +32.7% | +18.5% |
| 1Y | +24.0% | -22.5% | +46.5% | +22.7% |
| All | +55.8% | +3.8% | +52.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling