+204.7%
PBR vs AMBA
+772.6%
-567.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.6% | -2.4% |
| 7D | -16.0% | -7.2% | -8.7% | -15.0% |
| 30D | -22.8% | -10.4% | -12.4% | -21.6% |
| 3M | +3.0% | -30.1% | +33.1% | +8.4% |
| 6M | -8.1% | -22.4% | +14.3% | -7.6% |
| YTD | +63.1% | -17.3% | +80.5% | +60.2% |
| 1Y | +59.3% | -35.4% | +94.6% | +62.2% |
| 3Y | +66.1% | +18.6% | +47.5% | +42.4% |
| 5Y | +495.8% | -69.8% | +565.6% | +513.3% |
| 10Y | +514.7% | +1.1% | +513.6% | +334.5% |
| All | +204.7% | +772.6% | -567.9% | +52.8% |
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