+331.4%
IR vs AMBA
+2.3%
+329.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +11.6% | -8.1% | +19.6% | +13.4% |
| 30D | +7.2% | -10.8% | +17.9% | +9.5% |
| 3M | -5.9% | -25.9% | +20.0% | -0.6% |
| 6M | +11.5% | -13.9% | +25.3% | +9.7% |
| YTD | +6.3% | -14.0% | +20.3% | +3.6% |
| 1Y | +9.1% | -25.7% | +34.8% | +8.8% |
| 3Y | +29.2% | +21.5% | +7.7% | +8.6% |
| 5Y | +48.2% | -68.9% | +117.1% | +54.2% |
| All | +331.4% | +2.3% | +329.1% | +192.6% |
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 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