+39.2%
O vs AMBA
+10.0%
+29.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +9.9% | +0.4% |
| 7D | +4.5% | -14.6% | +19.1% | +4.3% |
| 30D | +10.2% | -18.8% | +29.0% | +10.0% |
| 3M | -3.8% | -32.6% | +28.8% | -4.1% |
| 6M | -3.8% | -25.8% | +22.0% | -4.1% |
| YTD | +10.3% | -22.1% | +32.5% | +9.9% |
| 1Y | +11.9% | -36.2% | +48.1% | +11.8% |
| All | +39.2% | +10.0% | +29.2% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling