+3.9%
P vs AMBA
-32.7%
+36.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +1.4% |
| 7D | -23.8% | -7.2% | -16.6% | -21.5% |
| 30D | -36.6% | -10.4% | -26.2% | -34.0% |
| 3M | +10.9% | -30.1% | +41.0% | +23.6% |
| 6M | +30.0% | -22.4% | +52.4% | +32.2% |
| YTD | +44.4% | -17.3% | +61.7% | +37.8% |
| 1Y | +3.9% | -35.4% | +39.3% | +3.0% |
| All | +3.9% | -32.7% | +36.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling