-4.4%
ON vs AMBA
+16.7%
-21.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.7% | -2.4% |
| 7D | -11.7% | -7.2% | -4.4% | -8.4% |
| 30D | -23.3% | -10.4% | -12.9% | -19.4% |
| 3M | -19.2% | -30.1% | +10.9% | -5.3% |
| 6M | -40.1% | -22.4% | -17.7% | -36.1% |
| YTD | +16.9% | -17.3% | +34.3% | +18.4% |
| 1Y | +29.7% | -35.4% | +65.1% | +44.9% |
| 3Y | -4.4% | +18.6% | -23.0% | -32.7% |
| All | -4.4% | +16.7% | -21.1% | -32.7% |
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 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