-5.5%
M vs AMBA
-0.9%
-4.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.7% | -6.1% |
| 7D | -4.3% | -7.2% | +3.0% | -2.6% |
| 30D | +1.3% | -10.4% | +11.7% | +3.5% |
| 3M | -7.4% | -30.1% | +22.8% | 0.0% |
| 6M | +18.3% | -22.4% | +40.8% | +18.7% |
| YTD | +7.6% | -17.3% | +24.9% | +4.7% |
| 1Y | +17.4% | -35.4% | +52.8% | +21.0% |
| 3Y | +108.4% | +18.6% | +89.7% | +69.5% |
| 5Y | -10.6% | -69.8% | +59.2% | -5.9% |
| All | -5.5% | -0.9% | -4.7% | -33.5% |
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