-91.3%
IRE vs AMBA
-15.4%
-75.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -1.7% | -21.5% | -21.8% |
| 7D | -46.8% | -8.1% | -38.8% | -42.1% |
| 30D | -75.5% | -10.8% | -64.8% | -72.2% |
| 3M | -79.4% | -25.9% | -53.5% | -73.0% |
| 6M | -91.3% | -13.9% | -77.4% | -89.6% |
| All | -91.3% | -15.4% | -75.9% | -89.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling