+296.8%
ITOT vs AMBA
+8.8%
+287.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.9% | +7.9% | -8.8% | -2.3% |
| 30D | -1.5% | -18.8% | +17.3% | +1.9% |
| 3M | +3.6% | +3.1% | +0.4% | +1.0% |
| 6M | +13.7% | +25.7% | -12.0% | +5.5% |
| YTD | +12.9% | -4.2% | +17.1% | +9.3% |
| 1Y | +17.2% | -18.4% | +35.6% | +15.4% |
| 3Y | +75.6% | +13.4% | +62.2% | +54.7% |
| 5Y | +75.5% | -54.2% | +129.7% | +68.6% |
| All | +296.8% | +8.8% | +287.9% | +187.9% |
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 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