-25.1%
ON vs AMBA
-1.0%
-24.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +2.4% | -11.0% | +13.4% | +8.0% |
| 30D | -3.3% | -23.2% | +19.9% | +9.3% |
| 3M | -43.6% | -12.7% | -30.9% | -41.7% |
| 6M | +19.0% | +11.2% | +7.7% | +6.9% |
| YTD | +37.4% | -11.2% | +48.6% | +35.1% |
| 1Y | +54.8% | -22.5% | +77.3% | +57.5% |
| All | -25.1% | -1.0% | -24.1% | -43.9% |
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