+12.8%
M vs AMBA
+807.9%
-795.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.4% | +8.0% |
| 7D | +8.3% | -8.1% | +16.3% | +10.0% |
| 30D | +14.2% | -10.8% | +24.9% | +16.4% |
| 3M | -1.1% | -25.9% | +24.8% | +4.1% |
| 6M | +36.6% | -13.9% | +50.5% | +34.4% |
| YTD | +19.8% | -14.0% | +33.8% | +16.8% |
| 1Y | +37.2% | -25.7% | +62.9% | +36.9% |
| 3Y | +124.5% | +21.5% | +103.0% | +93.0% |
| 5Y | +1.5% | -68.9% | +70.4% | +5.4% |
| 10Y | +7.8% | +5.2% | +2.6% | -12.3% |
| All | +12.8% | +807.9% | -795.1% | -34.2% |
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 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