+149.0%
JPM vs AMBA
+23.1%
+125.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +1.2% | -2.6% | +3.9% | +1.4% |
| 30D | +2.7% | -10.5% | +13.2% | +3.8% |
| 3M | -4.5% | -26.4% | +22.0% | -1.6% |
| 6M | +14.3% | -20.9% | +35.2% | +14.4% |
| YTD | +8.2% | -14.8% | +23.0% | +6.3% |
| 1Y | +10.0% | -36.1% | +46.1% | +12.2% |
| 3Y | +149.0% | +20.2% | +128.7% | +118.5% |
| All | +149.0% | +23.1% | +125.9% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling