+99.9%
IT vs AMBA
-0.9%
+100.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.1% | -10.2% | -4.9% |
| 7D | -16.9% | -7.2% | -9.7% | -16.1% |
| 30D | +2.3% | -10.4% | +12.7% | +3.6% |
| 3M | +2.9% | -30.1% | +33.0% | +7.7% |
| 6M | +25.9% | -22.4% | +48.3% | +24.9% |
| YTD | -24.6% | -17.3% | -7.3% | -26.8% |
| 1Y | -16.0% | -35.4% | +19.3% | -15.2% |
| 3Y | -51.6% | +18.6% | -70.2% | -59.0% |
| 5Y | -42.6% | -69.8% | +27.2% | -41.6% |
| All | +99.9% | -0.9% | +100.7% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling