+78.2%
O vs AMBA
+12.8%
+65.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | +0.4% |
| 7D | +3.3% | 0.0% | +3.4% | +3.3% |
| 30D | +10.3% | -8.6% | +18.9% | +10.8% |
| 3M | -3.5% | -29.0% | +25.5% | -1.5% |
| 6M | -1.3% | -19.2% | +17.9% | -1.4% |
| YTD | +10.3% | -13.0% | +23.3% | +9.0% |
| 1Y | +10.4% | -31.3% | +41.7% | +10.8% |
| 3Y | +40.0% | +28.1% | +11.8% | +28.2% |
| 5Y | +12.4% | -69.4% | +81.8% | +13.8% |
| 10Y | +78.2% | +7.6% | +70.6% | +42.7% |
| All | +78.2% | +12.8% | +65.4% | +42.7% |
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