+12.0%
MSCI vs AMBA
-32.7%
+44.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -2.1% |
| 7D | +2.8% | -7.2% | +10.1% | +2.7% |
| 30D | +15.4% | -10.4% | +25.8% | +15.2% |
| 3M | +13.4% | -30.1% | +43.5% | +12.5% |
| 6M | +10.9% | -22.4% | +33.3% | +10.3% |
| YTD | +13.0% | -17.3% | +30.3% | +11.6% |
| 1Y | +12.0% | -35.4% | +47.4% | +10.8% |
| All | +12.0% | -32.7% | +44.7% | +10.8% |
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