+479.1%
JPM vs AMBA
+4.3%
+474.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.2% | -2.7% | +3.9% | +1.6% |
| 30D | +2.7% | -10.5% | +13.2% | +4.3% |
| 3M | -4.5% | -26.4% | +22.0% | -0.3% |
| 6M | +14.3% | -20.9% | +35.2% | +14.6% |
| YTD | +8.2% | -14.8% | +23.0% | +6.2% |
| 1Y | +10.0% | -36.1% | +46.1% | +12.8% |
| 3Y | +149.0% | +20.2% | +128.7% | +116.0% |
| 5Y | +131.0% | -67.2% | +198.3% | +135.3% |
| 10Y | +479.1% | +4.9% | +474.1% | +299.5% |
| All | +479.1% | +4.3% | +474.7% | +299.5% |
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