+320.8%
PBF vs AMBA
+547.4%
-226.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -4.9% | -6.3% |
| 7D | -0.9% | -8.1% | +7.2% | +0.9% |
| 30D | -13.7% | -10.8% | -3.0% | -12.0% |
| 3M | +10.6% | -25.9% | +36.5% | +16.8% |
| 6M | +61.2% | -13.9% | +75.0% | +58.5% |
| YTD | +172.7% | -14.0% | +186.7% | +163.6% |
| 1Y | +111.0% | -25.7% | +136.7% | +109.5% |
| 3Y | +73.6% | +21.5% | +52.1% | +45.3% |
| 5Y | +479.7% | -68.9% | +548.6% | +507.0% |
| 10Y | +312.9% | +5.2% | +307.7% | +188.6% |
| All | +320.8% | +547.4% | -226.6% | +151.9% |
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 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