+420.4%
PBF vs AMBA
-69.7%
+490.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +6.5% | +2.7% | +3.8% | +6.1% |
| 30D | -20.0% | -2.2% | -17.8% | -19.8% |
| 3M | -3.3% | -26.6% | +23.3% | +0.5% |
| 6M | +76.8% | -26.8% | +103.6% | +79.6% |
| YTD | +168.9% | -15.1% | +184.1% | +163.4% |
| 1Y | +96.4% | -32.3% | +128.6% | +99.4% |
| 3Y | +77.2% | +19.8% | +57.4% | +57.4% |
| All | +420.4% | -69.7% | +490.1% | +421.1% |
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