+12.1%
O vs AMBA
-69.1%
+81.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | +10.4% | -10.5% | +20.9% | +10.7% |
| 3M | -2.4% | -26.4% | +24.0% | -1.6% |
| 6M | -1.2% | -20.9% | +19.7% | -1.3% |
| YTD | +10.4% | -14.8% | +25.2% | +9.6% |
| 1Y | +11.4% | -36.1% | +47.5% | +12.3% |
| 3Y | +40.4% | +20.2% | +20.2% | +31.7% |
| 5Y | +12.1% | -67.2% | +79.4% | +8.7% |
| All | +12.1% | -69.1% | +81.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling