+284.5%
PBF vs AMBA
-0.9%
+285.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.1% | -7.7% | -3.1% |
| 7D | -13.8% | -7.2% | -6.5% | -12.2% |
| 30D | -19.6% | -10.4% | -9.2% | -18.0% |
| 3M | +10.3% | -30.1% | +40.4% | +18.8% |
| 6M | +63.4% | -22.4% | +85.9% | +64.3% |
| YTD | +152.6% | -17.3% | +170.0% | +144.4% |
| 1Y | +87.4% | -35.4% | +122.7% | +92.4% |
| 3Y | +63.3% | +18.6% | +44.6% | +31.6% |
| 5Y | +412.5% | -69.8% | +482.3% | +450.7% |
| All | +284.5% | -0.9% | +285.4% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling