+0.3%
M vs AMBA
+837.3%
-837.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +4.7% | -11.0% | +15.7% | +7.2% |
| 30D | -9.6% | -23.2% | +13.5% | -4.9% |
| 3M | +0.9% | -12.7% | +13.6% | +0.6% |
| 6M | +22.3% | +11.2% | +11.1% | +14.5% |
| YTD | +6.5% | -11.2% | +17.7% | +4.0% |
| 1Y | +38.8% | -22.5% | +61.3% | +37.8% |
| 3Y | +115.9% | -1.3% | +117.2% | +94.7% |
| 5Y | +28.6% | -54.2% | +82.8% | +26.9% |
| 10Y | -2.5% | -6.1% | +3.6% | -19.8% |
| All | +0.3% | +837.3% | -837.0% | -41.4% |
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