-97.1%
IRE vs AMBA
-30.3%
-66.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +6.1% | +33.5% | +33.4% |
| 7D | -27.2% | -7.2% | -19.9% | -17.3% |
| 30D | -75.1% | -10.4% | -64.7% | -70.1% |
| 3M | -77.9% | -30.1% | -47.7% | -66.9% |
| 6M | -94.6% | -22.4% | -72.2% | -93.4% |
| YTD | -91.5% | -17.3% | -74.2% | -90.6% |
| 1Y | -97.8% | -35.4% | -62.4% | -97.1% |
| All | -97.1% | -30.3% | -66.8% | -96.7% |
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