-49.5%
IT vs AMBA
+10.0%
-59.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -3.9% |
| 7D | -12.0% | -14.6% | +2.6% | -11.3% |
| 30D | +7.1% | -18.8% | +25.9% | +8.2% |
| 3M | +6.3% | -32.6% | +38.9% | +8.5% |
| 6M | +32.5% | -25.8% | +58.3% | +31.4% |
| YTD | -21.5% | -22.1% | +0.6% | -23.3% |
| 1Y | -16.5% | -36.2% | +19.8% | -16.4% |
| All | -49.5% | +10.0% | -59.5% | -56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling