+12.4%
IYR vs AMBA
-25.6%
+38.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.1% |
| 7D | +6.9% | -8.1% | +15.0% | +6.8% |
| 30D | +10.2% | -10.8% | +21.0% | +10.1% |
| 3M | -0.3% | -25.9% | +25.6% | -0.7% |
| 6M | +3.6% | -13.9% | +17.5% | +3.3% |
| YTD | +12.5% | -14.0% | +26.5% | +11.3% |
| 1Y | +12.4% | -25.7% | +38.1% | +11.3% |
| All | +12.4% | -25.6% | +38.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling