+230.8%
PBR vs AMBA
+837.3%
-606.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +8.6% | -11.0% | +19.5% | +10.6% |
| 30D | +12.8% | -23.2% | +36.0% | +17.5% |
| 3M | +14.7% | -12.7% | +27.4% | +14.7% |
| 6M | +25.2% | +11.2% | +14.0% | +18.3% |
| YTD | +77.1% | -11.2% | +88.4% | +72.9% |
| 1Y | +69.6% | -22.5% | +92.1% | +67.3% |
| 3Y | +95.6% | -1.3% | +96.9% | +74.9% |
| 5Y | +501.8% | -54.2% | +555.9% | +464.5% |
| 10Y | +640.6% | -6.1% | +646.7% | +432.7% |
| All | +230.8% | +837.3% | -606.5% | +64.9% |
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