+18.5%
IP vs AMBA
+21.5%
-2.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.7% |
| 7D | +3.4% | -8.1% | +11.5% | +4.3% |
| 30D | +11.2% | -10.8% | +22.0% | +12.4% |
| 3M | -14.8% | -25.9% | +11.1% | -12.4% |
| 6M | +17.3% | -13.9% | +31.1% | +15.8% |
| YTD | -6.2% | -14.0% | +7.8% | -8.1% |
| 1Y | +2.3% | -25.7% | +28.0% | +1.7% |
| All | +18.5% | +21.5% | -2.9% | -2.6% |
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