+289.2%
ITOT vs AMBA
+0.6%
+288.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +3.3% | +10.7% | -7.4% | +1.4% |
| 30D | -2.5% | -5.0% | +2.6% | -1.8% |
| 3M | -2.3% | -26.9% | +24.6% | +2.5% |
| 6M | +3.0% | -21.9% | +25.0% | +4.0% |
| YTD | +11.9% | -13.8% | +25.7% | +9.8% |
| 1Y | +12.0% | -36.1% | +48.1% | +15.5% |
| 3Y | +77.8% | +21.6% | +56.2% | +53.8% |
| 5Y | +65.0% | -68.8% | +133.8% | +69.9% |
| All | +289.2% | +0.6% | +288.5% | +181.0% |
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