+65.3%
KEYS vs AMBA
-35.5%
+100.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | +16.7% | +10.7% | +6.1% | +13.5% |
| 30D | -17.8% | -5.0% | -12.8% | -16.5% |
| 3M | -14.2% | -26.9% | +12.7% | -7.2% |
| 6M | -15.9% | -21.9% | +6.0% | -13.6% |
| YTD | +49.7% | -13.8% | +63.5% | +44.3% |
| 1Y | +65.3% | -36.1% | +101.4% | +66.6% |
| All | +65.3% | -35.5% | +100.8% | +66.6% |
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