+330.8%
PBF vs AMBA
+568.3%
-237.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +4.3% | -11.0% | +15.3% | +6.8% |
| 30D | +22.0% | -23.2% | +45.1% | +28.6% |
| 3M | +74.5% | -12.7% | +87.2% | +74.7% |
| 6M | +67.7% | +11.2% | +56.5% | +55.6% |
| YTD | +179.2% | -11.2% | +190.4% | +169.7% |
| 1Y | +170.0% | -22.5% | +192.5% | +166.4% |
| 3Y | +66.4% | -1.3% | +67.7% | +46.7% |
| 5Y | +764.5% | -54.2% | +818.7% | +722.3% |
| 10Y | +358.5% | -6.1% | +364.6% | +227.0% |
| All | +330.8% | +568.3% | -237.5% | +157.8% |
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