+46.8%
IR vs AMBA
-69.7%
+116.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.6% | +3.7% |
| 7D | +5.0% | 0.0% | +5.1% | +5.0% |
| 30D | +10.3% | -8.6% | +18.9% | +12.0% |
| 3M | -0.1% | -29.0% | +28.9% | +6.0% |
| 6M | +14.8% | -19.2% | +34.0% | +14.5% |
| YTD | +9.7% | -13.0% | +22.7% | +6.5% |
| 1Y | +12.2% | -31.3% | +43.5% | +13.8% |
| 3Y | +30.0% | +28.1% | +1.8% | +7.4% |
| 5Y | +46.8% | -69.4% | +116.3% | +40.7% |
| All | +46.8% | -69.7% | +116.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling