+104.1%
IT vs AMBA
-7.1%
+111.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.5% |
| 7D | -6.0% | -11.0% | +4.9% | -4.4% |
| 30D | 0.0% | -23.2% | +23.2% | +3.9% |
| 3M | +13.1% | -12.7% | +25.8% | +12.0% |
| 6M | +11.7% | +11.2% | +0.5% | +4.2% |
| YTD | -26.1% | -11.2% | -14.9% | -28.5% |
| 1Y | -21.3% | -22.5% | +1.3% | -22.8% |
| 3Y | -46.7% | -1.3% | -45.4% | -52.7% |
| 5Y | -40.5% | -54.2% | +13.7% | -43.2% |
| All | +104.1% | -7.1% | +111.2% | +52.7% |
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 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