+9.8%
LOW vs AMBA
-54.5%
+64.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | -1.7% | -11.0% | +9.2% | -0.3% |
| 30D | -7.0% | -23.2% | +16.1% | -4.1% |
| 3M | -0.9% | -12.7% | +11.8% | -1.0% |
| 6M | -20.1% | +11.2% | -31.3% | -23.9% |
| YTD | -13.9% | -11.2% | -2.7% | -15.7% |
| 1Y | -21.1% | -22.5% | +1.4% | -22.1% |
| 3Y | -6.6% | -1.3% | -5.3% | -15.8% |
| All | +9.8% | -54.5% | +64.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling