+785.4%
MSCI vs AMBA
-0.9%
+786.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -3.4% |
| 7D | +2.8% | -7.2% | +10.1% | +4.1% |
| 30D | +15.4% | -10.4% | +25.8% | +17.3% |
| 3M | +13.4% | -30.1% | +43.5% | +20.2% |
| 6M | +10.9% | -22.4% | +33.3% | +10.9% |
| YTD | +13.0% | -17.3% | +30.3% | +10.0% |
| 1Y | +12.0% | -35.4% | +47.4% | +14.1% |
| 3Y | +34.1% | +18.6% | +15.5% | +10.2% |
| 5Y | +3.9% | -69.8% | +73.7% | +7.6% |
| All | +785.4% | -0.9% | +786.3% | +492.6% |
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