+197.4%
O vs AMBA
+837.3%
-639.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | -11.0% | +10.2% | -0.1% |
| 30D | -1.9% | -23.2% | +21.3% | -0.4% |
| 3M | +3.8% | -12.7% | +16.6% | +3.8% |
| 6M | -4.7% | +11.2% | -16.0% | -6.8% |
| YTD | +12.5% | -11.2% | +23.7% | +11.4% |
| 1Y | +10.8% | -22.5% | +33.4% | +10.3% |
| 3Y | +28.8% | -1.3% | +30.1% | +22.9% |
| 5Y | +13.2% | -54.2% | +67.4% | +10.3% |
| 10Y | +53.5% | -6.1% | +59.6% | +34.6% |
| All | +197.4% | +837.3% | -639.9% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling