+2,733.5%
MSCI vs AMBA
+722.2%
+2,011.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.7% | -1.2% |
| 7D | +6.0% | -14.6% | +20.6% | +8.7% |
| 30D | +18.2% | -18.8% | +37.0% | +21.9% |
| 3M | +15.1% | -32.6% | +47.7% | +21.9% |
| 6M | +13.7% | -25.8% | +39.5% | +14.7% |
| YTD | +15.6% | -22.1% | +37.7% | +14.4% |
| 1Y | +16.3% | -36.2% | +52.5% | +18.5% |
| 3Y | +36.9% | +10.0% | +26.9% | +19.0% |
| 5Y | +6.3% | -71.6% | +77.9% | +10.4% |
| 10Y | +823.0% | -4.7% | +827.7% | +630.8% |
| All | +2,733.5% | +722.2% | +2,011.3% | +1,864.4% |
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