-40.2%
IT vs AMBA
-54.5%
+14.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.5% |
| 7D | -6.0% | -11.0% | +4.9% | -4.5% |
| 30D | 0.0% | -23.2% | +23.2% | +3.7% |
| 3M | +13.1% | -12.7% | +25.8% | +11.8% |
| 6M | +11.7% | +11.2% | +0.5% | +3.5% |
| YTD | -26.1% | -11.2% | -14.9% | -28.7% |
| 1Y | -21.3% | -22.5% | +1.3% | -23.0% |
| 3Y | -46.7% | -1.3% | -45.4% | -53.7% |
| All | -40.2% | -54.5% | +14.3% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling