+24.3%
LOW vs AMBA
+10.0%
+14.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.4% | +8.5% | -0.4% |
| 7D | +9.6% | -14.6% | +24.2% | +10.6% |
| 30D | +24.5% | -18.8% | +43.3% | +25.9% |
| 3M | +4.0% | -32.6% | +36.6% | +6.4% |
| 6M | +2.2% | -25.8% | +28.0% | +2.3% |
| YTD | -3.7% | -22.1% | +18.4% | -4.9% |
| 1Y | -0.9% | -36.2% | +35.3% | -0.3% |
| All | +24.3% | +10.0% | +14.3% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling