+303.5%
LOW vs AMBA
-0.9%
+304.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -2.1% |
| 7D | +7.4% | -7.2% | +14.6% | +8.5% |
| 30D | +24.5% | -10.4% | +34.9% | +26.0% |
| 3M | +3.5% | -30.1% | +33.6% | +8.5% |
| 6M | -2.6% | -22.4% | +19.9% | -2.5% |
| YTD | -4.8% | -17.3% | +12.5% | -6.8% |
| 1Y | -0.8% | -35.4% | +34.6% | +0.8% |
| 3Y | +22.8% | +18.6% | +4.2% | +4.7% |
| 5Y | +5.3% | -69.8% | +75.1% | +8.2% |
| All | +303.5% | -0.9% | +304.4% | +174.2% |
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