+14.9%
O vs AMBA
-54.5%
+69.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.7% | -11.0% | +10.2% | -0.4% |
| 30D | -1.9% | -23.2% | +21.3% | -1.0% |
| 3M | +3.8% | -12.7% | +16.6% | +3.8% |
| 6M | -4.7% | +11.2% | -16.0% | -6.4% |
| YTD | +12.5% | -11.2% | +23.7% | +11.6% |
| 1Y | +10.8% | -22.5% | +33.4% | +10.4% |
| 3Y | +28.8% | -1.3% | +30.1% | +23.2% |
| All | +14.9% | -54.5% | +69.4% | +10.8% |
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