+211.0%
PAAS vs AMBA
+837.3%
-626.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -2.9% | -11.0% | +8.1% | -1.6% |
| 30D | +6.8% | -23.2% | +30.0% | +10.1% |
| 3M | -2.9% | -12.7% | +9.8% | -2.4% |
| 6M | -16.4% | +11.2% | -27.6% | -19.0% |
| YTD | 0.0% | -11.2% | +11.2% | -0.7% |
| 1Y | +54.3% | -22.5% | +76.9% | +54.6% |
| 3Y | +230.7% | -1.3% | +232.0% | +213.5% |
| 5Y | +111.6% | -54.2% | +165.8% | +104.6% |
| 10Y | +211.7% | -6.1% | +217.8% | +168.5% |
| All | +211.0% | +837.3% | -626.3% | +69.4% |
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