+0.5%
M vs AMBA
+12.8%
-12.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.3% | +2.8% | +6.8% |
| 7D | +2.5% | 0.0% | +2.6% | +2.5% |
| 30D | +10.1% | -8.6% | +18.6% | +12.1% |
| 3M | -0.9% | -29.0% | +28.0% | +6.6% |
| 6M | +30.2% | -19.2% | +49.4% | +29.4% |
| YTD | +16.3% | -13.0% | +29.3% | +11.8% |
| 1Y | +27.0% | -31.3% | +58.2% | +28.9% |
| 3Y | +154.5% | +28.1% | +126.3% | +103.0% |
| 5Y | -1.1% | -69.4% | +68.4% | +3.8% |
| 10Y | +0.5% | +7.6% | -7.1% | -30.3% |
| All | +0.5% | +12.8% | -12.3% | -30.3% |
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