+43.8%
IR vs AMBA
-72.1%
+115.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.7% | -1.0% |
| 7D | +2.3% | -14.6% | +16.9% | +5.3% |
| 30D | +3.3% | -18.8% | +22.1% | +7.2% |
| 3M | -9.0% | -32.6% | +23.6% | -2.6% |
| 6M | +8.0% | -25.8% | +33.8% | +9.5% |
| YTD | +3.4% | -22.1% | +25.5% | +2.4% |
| 1Y | +4.5% | -36.2% | +40.7% | +7.3% |
| 3Y | +25.6% | +10.0% | +15.6% | +7.0% |
| 5Y | +43.8% | -71.6% | +115.4% | +40.6% |
| All | +43.8% | -72.1% | +115.9% | +40.6% |
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 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