+151.3%
PAAS vs AMBA
+807.9%
-656.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.7% | +10.1% | +8.6% |
| 7D | -1.1% | -8.1% | +7.0% | -0.1% |
| 30D | -8.5% | -10.8% | +2.3% | -7.2% |
| 3M | -7.3% | -25.9% | +18.6% | -4.1% |
| 6M | -18.3% | -13.9% | -4.4% | -18.3% |
| YTD | -19.2% | -14.0% | -5.2% | -19.6% |
| 1Y | +26.1% | -25.7% | +51.8% | +27.0% |
| 3Y | +183.6% | +21.5% | +162.2% | +163.3% |
| 5Y | +81.2% | -68.9% | +150.1% | +82.4% |
| 10Y | +187.8% | +5.2% | +182.6% | +145.3% |
| All | +151.3% | +807.9% | -656.6% | +37.2% |
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