+20.0%
ON vs AMBA
-69.7%
+89.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | +12.2% | +2.7% | +9.6% | +10.9% |
| 30D | -3.1% | -2.2% | -1.0% | -1.9% |
| 3M | -12.9% | -26.6% | +13.8% | +0.9% |
| 6M | -38.6% | -26.8% | -11.8% | -32.3% |
| YTD | +31.2% | -15.1% | +46.4% | +31.6% |
| 1Y | +47.6% | -32.3% | +79.9% | +62.7% |
| 3Y | +6.6% | +19.8% | -13.2% | -22.3% |
| All | +20.0% | -69.7% | +89.7% | +42.1% |
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