-1.0%
M vs AMBA
-6.6%
+5.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.6% | -3.5% |
| 7D | -2.1% | -14.6% | +12.4% | +1.7% |
| 30D | +7.7% | -18.8% | +26.5% | +12.9% |
| 3M | -4.4% | -32.6% | +28.2% | +4.3% |
| 6M | +27.5% | -25.8% | +53.3% | +29.4% |
| YTD | +12.8% | -22.1% | +34.9% | +11.5% |
| 1Y | +20.7% | -36.2% | +56.9% | +24.7% |
| 3Y | +111.3% | +10.0% | +101.3% | +75.4% |
| 5Y | -6.3% | -71.6% | +65.2% | +0.3% |
| All | -1.0% | -6.6% | +5.6% | -29.2% |
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 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