+71.3%
PAAS vs AMBA
-72.1%
+143.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.4% | +7.2% | -0.8% |
| 7D | -0.4% | -14.6% | +14.2% | +1.9% |
| 30D | -11.6% | -18.8% | +7.2% | -8.9% |
| 3M | -15.6% | -32.6% | +17.0% | -10.8% |
| 6M | -19.1% | -25.8% | +6.7% | -17.5% |
| YTD | -20.9% | -22.1% | +1.2% | -20.5% |
| 1Y | +21.3% | -36.2% | +57.5% | +24.8% |
| 3Y | +177.4% | +10.0% | +167.4% | +155.4% |
| 5Y | +71.3% | -71.6% | +142.9% | +49.3% |
| All | +71.3% | -72.1% | +143.4% | +49.3% |
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