-7.5%
MSCI vs AMBA
-54.5%
+47.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.4% | -11.0% | +11.4% | +2.3% |
| 30D | +0.6% | -23.2% | +23.7% | +4.8% |
| 3M | -7.1% | -12.7% | +5.6% | -7.6% |
| 6M | +0.8% | +11.2% | -10.4% | -6.2% |
| YTD | +1.0% | -11.2% | +12.2% | -2.3% |
| 1Y | +4.3% | -22.5% | +26.9% | +2.2% |
| 3Y | +9.9% | -1.3% | +11.3% | -5.2% |
| All | -7.5% | -54.5% | +47.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling