+2,813.0%
MSCI vs AMBA
+807.9%
+2,005.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.7% |
| 7D | +11.5% | -8.1% | +19.5% | +12.9% |
| 30D | +22.1% | -10.8% | +32.8% | +24.0% |
| 3M | +18.4% | -25.9% | +44.3% | +23.5% |
| 6M | +16.6% | -13.9% | +30.5% | +14.8% |
| YTD | +18.8% | -14.0% | +32.8% | +15.8% |
| 1Y | +19.0% | -25.7% | +44.7% | +18.1% |
| 3Y | +40.7% | +21.5% | +19.3% | +20.5% |
| 5Y | +7.9% | -68.9% | +76.9% | +10.5% |
| 10Y | +848.9% | +5.2% | +843.7% | +639.8% |
| All | +2,813.0% | +807.9% | +2,005.1% | +1,888.5% |
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