+22.9%
IP vs AMBA
-7.1%
+30.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -5.3% | -11.0% | +5.7% | -3.6% |
| 30D | -10.9% | -23.2% | +12.3% | -7.4% |
| 3M | +11.2% | -12.7% | +23.9% | +11.0% |
| 6M | -10.2% | +11.2% | -21.4% | -14.8% |
| YTD | -2.0% | -11.2% | +9.2% | -4.0% |
| 1Y | -19.1% | -22.5% | +3.4% | -19.9% |
| 3Y | +20.9% | -1.3% | +22.2% | +9.7% |
| 5Y | -17.8% | -54.2% | +36.3% | -22.3% |
| All | +22.9% | -7.1% | +30.0% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling