+523.4%
PBR vs AMBA
+4.3%
+519.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -13.3% | -2.6% | -10.6% | -13.0% |
| 30D | -27.7% | -10.5% | -17.3% | -26.6% |
| 3M | +2.7% | -26.4% | +29.1% | +7.1% |
| 6M | -6.7% | -20.9% | +14.2% | -6.6% |
| YTD | +60.9% | -14.8% | +75.7% | +57.1% |
| 1Y | +46.6% | -36.1% | +82.7% | +49.8% |
| 3Y | +69.1% | +20.2% | +48.8% | +43.1% |
| 5Y | +469.6% | -67.2% | +536.9% | +484.2% |
| 10Y | +523.4% | +5.0% | +518.4% | +287.1% |
| All | +523.4% | +4.3% | +519.0% | +287.1% |
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 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