+68.3%
O vs AMBA
-0.9%
+69.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.2% |
| 7D | +3.7% | -7.2% | +10.9% | +4.2% |
| 30D | +11.2% | -10.4% | +21.6% | +11.8% |
| 3M | -4.0% | -30.1% | +26.1% | -2.0% |
| 6M | -5.2% | -22.4% | +17.2% | -5.2% |
| YTD | +9.5% | -17.3% | +26.8% | +8.5% |
| 1Y | +10.6% | -35.4% | +46.0% | +11.5% |
| 3Y | +38.1% | +18.6% | +19.5% | +27.2% |
| 5Y | +10.2% | -69.8% | +80.0% | +11.5% |
| All | +68.3% | -0.9% | +69.1% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling