+291.3%
IR vs AMBA
+5.6%
+285.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | -2.8% | -11.0% | +8.1% | -0.5% |
| 30D | -15.1% | -23.2% | +8.0% | -10.6% |
| 3M | +6.1% | -12.7% | +18.8% | +6.0% |
| 6M | -16.8% | +11.2% | -28.0% | -22.5% |
| YTD | -3.5% | -11.2% | +7.7% | -6.1% |
| 1Y | -3.5% | -22.5% | +19.0% | -4.6% |
| 3Y | +9.5% | -1.3% | +10.8% | -3.1% |
| 5Y | +45.1% | -54.2% | +99.2% | +38.5% |
| All | +291.3% | +5.6% | +285.7% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling