+751.9%
LOW vs AMBA
+837.3%
-85.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | -1.7% | -11.0% | +9.2% | -0.2% |
| 30D | -7.0% | -23.2% | +16.1% | -3.9% |
| 3M | -0.9% | -12.7% | +11.8% | -1.0% |
| 6M | -20.1% | +11.2% | -31.3% | -23.6% |
| YTD | -13.9% | -11.2% | -2.7% | -15.5% |
| 1Y | -21.1% | -22.5% | +1.4% | -22.0% |
| 3Y | -6.6% | -1.3% | -5.3% | -14.5% |
| 5Y | +9.4% | -54.2% | +63.5% | +5.4% |
| 10Y | +220.5% | -6.1% | +226.6% | +158.1% |
| All | +751.9% | +837.3% | -85.4% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling