+6.3%
LOW vs AMBA
-68.7%
+75.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +0.1% | +10.7% | -10.6% | -1.1% |
| 30D | +21.3% | -5.0% | +26.3% | +21.7% |
| 3M | +6.0% | -26.9% | +32.9% | +9.4% |
| 6M | +2.6% | -21.9% | +24.5% | +2.7% |
| YTD | -3.6% | -13.8% | +10.2% | -5.8% |
| 1Y | -1.0% | -36.1% | +35.1% | +0.9% |
| 3Y | +24.2% | +21.6% | +2.5% | +6.8% |
| 5Y | +6.3% | -68.8% | +75.1% | +2.7% |
| All | +6.3% | -68.7% | +75.1% | +2.7% |
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