+323.6%
IT vs AMBA
+722.2%
-398.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -3.2% |
| 7D | -12.0% | -14.6% | +2.6% | -10.3% |
| 30D | +7.1% | -18.8% | +25.9% | +9.7% |
| 3M | +6.3% | -32.6% | +38.9% | +11.0% |
| 6M | +32.5% | -25.8% | +58.3% | +32.6% |
| YTD | -21.5% | -22.1% | +0.6% | -22.6% |
| 1Y | -16.5% | -36.2% | +19.8% | -15.6% |
| 3Y | -48.8% | +10.0% | -58.8% | -54.4% |
| 5Y | -40.2% | -71.6% | +31.3% | -39.0% |
| 10Y | +112.1% | -4.7% | +116.8% | +75.8% |
| All | +323.6% | +722.2% | -398.6% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling