+1,069.8%
JPM vs AMBA
+722.2%
+347.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.4% | +5.2% | -2.9% |
| 7D | -1.8% | -14.6% | +12.8% | +0.4% |
| 30D | +1.8% | -18.8% | +20.6% | +4.6% |
| 3M | -5.6% | -32.6% | +27.0% | -0.7% |
| 6M | +10.1% | -25.8% | +35.9% | +11.4% |
| YTD | +6.7% | -22.1% | +28.8% | +6.5% |
| 1Y | +10.3% | -36.2% | +46.5% | +12.8% |
| 3Y | +151.4% | +10.0% | +141.4% | +126.3% |
| 5Y | +127.3% | -71.6% | +198.8% | +135.3% |
| 10Y | +546.0% | -4.7% | +550.7% | +413.3% |
| All | +1,069.8% | +722.2% | +347.6% | +572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling