+27.6%
IR vs AMBA
+16.7%
+10.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +0.4% |
| 7D | +3.7% | -7.2% | +10.9% | +4.8% |
| 30D | +7.4% | -10.4% | +17.8% | +9.1% |
| 3M | -5.9% | -30.1% | +24.2% | -0.8% |
| 6M | +5.6% | -22.4% | +28.0% | +5.8% |
| YTD | +4.8% | -17.3% | +22.2% | +2.3% |
| 1Y | +6.9% | -35.4% | +42.3% | +9.3% |
| 3Y | +27.6% | +18.6% | +8.9% | +8.6% |
| All | +27.6% | +16.7% | +10.8% | +8.6% |
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