+19.0%
MSCI vs AMBA
-25.6%
+44.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.4% |
| 7D | +11.5% | -8.1% | +19.5% | +11.3% |
| 30D | +22.1% | -10.8% | +32.8% | +21.8% |
| 3M | +18.4% | -25.9% | +44.3% | +17.6% |
| 6M | +16.6% | -13.9% | +30.5% | +15.6% |
| YTD | +18.8% | -14.0% | +32.8% | +17.4% |
| 1Y | +19.0% | -25.7% | +44.7% | +17.8% |
| All | +19.0% | -25.6% | +44.6% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling