+303.3%
LOW vs AMBA
+4.3%
+299.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +8.7% | -2.6% | +11.3% | +9.0% |
| 30D | +25.5% | -10.5% | +35.9% | +27.2% |
| 3M | +6.6% | -26.4% | +33.0% | +10.9% |
| 6M | +2.4% | -20.9% | +23.3% | +2.2% |
| YTD | -1.7% | -14.8% | +13.1% | -4.2% |
| 1Y | +1.7% | -36.1% | +37.8% | +3.7% |
| 3Y | +26.6% | +20.2% | +6.3% | +7.8% |
| 5Y | +10.1% | -67.2% | +77.4% | +11.6% |
| 10Y | +303.3% | +5.0% | +298.3% | +172.9% |
| All | +303.3% | +4.3% | +299.0% | +172.9% |
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