+2,375.4%
MSCI vs AMBA
+837.3%
+1,538.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.4% | -11.0% | +11.4% | +2.2% |
| 30D | +0.6% | -23.2% | +23.7% | +4.7% |
| 3M | -7.1% | -12.7% | +5.6% | -7.5% |
| 6M | +0.8% | +11.2% | -10.4% | -5.1% |
| YTD | +1.0% | -11.2% | +12.2% | -1.7% |
| 1Y | +4.3% | -22.5% | +26.9% | +2.7% |
| 3Y | +9.9% | -1.3% | +11.3% | -1.7% |
| 5Y | -6.8% | -54.2% | +47.4% | -10.1% |
| 10Y | +614.7% | -6.1% | +620.8% | +464.2% |
| All | +2,375.4% | +837.3% | +1,538.1% | +1,588.2% |
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