+89.2%
IT vs AMBA
-0.9%
+90.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +1.1% | +2.7% | -1.6% | +0.7% |
| 30D | -1.8% | -2.2% | +0.3% | -1.8% |
| 3M | +4.8% | -26.6% | +31.5% | +9.0% |
| 6M | +33.0% | -26.8% | +59.8% | +33.8% |
| YTD | -23.8% | -15.1% | -8.7% | -26.3% |
| 1Y | -16.5% | -32.3% | +15.7% | -16.2% |
| 3Y | -53.6% | +19.8% | -73.5% | -60.7% |
| 5Y | -42.1% | -69.2% | +27.1% | -41.2% |
| All | +89.2% | -0.9% | +90.1% | +38.0% |
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