+449.6%
P vs AMBA
-8.5%
+458.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.4% | -7.0% | -13.2% |
| 7D | -31.9% | -14.6% | -17.3% | -27.8% |
| 30D | -36.5% | -18.8% | -17.7% | -31.6% |
| 3M | +11.6% | -32.6% | +44.2% | +26.9% |
| 6M | +25.2% | -25.8% | +51.0% | +33.2% |
| YTD | +39.4% | -22.1% | +61.6% | +44.0% |
| 1Y | -3.7% | -36.2% | +32.5% | +5.2% |
| 3Y | +167.3% | +10.0% | +157.3% | +130.5% |
| 5Y | +237.3% | -71.6% | +308.9% | +300.8% |
| 10Y | +698.6% | -4.7% | +703.4% | +463.6% |
| All | +449.6% | -8.5% | +458.2% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling