+303.0%
PBF vs AMBA
+555.0%
-252.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.3% | -1.9% | +2.3% |
| 7D | -7.4% | 0.0% | -7.3% | -7.4% |
| 30D | -17.5% | -8.6% | -8.9% | -16.1% |
| 3M | +13.1% | -29.0% | +42.1% | +20.5% |
| 6M | +72.6% | -19.2% | +91.9% | +72.3% |
| YTD | +161.2% | -13.0% | +174.2% | +151.7% |
| 1Y | +93.3% | -31.3% | +124.6% | +95.5% |
| 3Y | +80.7% | +28.1% | +52.5% | +49.4% |
| 5Y | +396.1% | -69.4% | +465.5% | +421.9% |
| 10Y | +252.3% | +7.6% | +244.6% | +145.0% |
| All | +303.0% | +555.0% | -252.0% | +140.5% |
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