+18.7%
ON vs AMBA
-69.7%
+88.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.3% | +3.9% | +6.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.2% |
| 30D | -10.9% | -8.6% | -2.3% | -6.7% |
| 3M | -14.9% | -29.0% | +14.1% | +0.1% |
| 6M | -33.0% | -19.2% | -13.8% | -29.7% |
| YTD | +27.6% | -13.0% | +40.6% | +26.4% |
| 1Y | +44.5% | -31.3% | +75.7% | +57.8% |
| 3Y | +7.4% | +28.1% | -20.8% | -24.3% |
| 5Y | +18.7% | -69.4% | +88.2% | +41.4% |
| All | +18.7% | -69.7% | +88.5% | +41.4% |
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