+313.3%
LOW vs AMBA
+12.8%
+300.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.3% | -1.9% | +2.6% |
| 7D | +6.4% | 0.0% | +6.4% | +6.3% |
| 30D | +25.6% | -8.6% | +34.2% | +26.9% |
| 3M | +4.6% | -29.0% | +33.5% | +9.4% |
| 6M | +2.5% | -19.2% | +21.8% | +2.0% |
| YTD | -1.6% | -13.0% | +11.3% | -4.4% |
| 1Y | +1.7% | -31.3% | +33.0% | +2.4% |
| 3Y | +29.4% | +28.1% | +1.3% | +9.0% |
| 5Y | +9.6% | -69.4% | +79.1% | +12.7% |
| 10Y | +313.3% | +7.6% | +305.7% | +179.0% |
| All | +313.3% | +12.8% | +300.5% | +179.0% |
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