-7.4%
PEG vs AMBA
-25.6%
+18.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | +1.0% | -8.1% | +9.1% | +0.8% |
| 30D | +6.6% | -10.8% | +17.4% | +6.3% |
| 3M | -3.1% | -25.9% | +22.8% | -3.9% |
| 6M | -7.4% | -13.9% | +6.5% | -7.3% |
| YTD | -6.4% | -14.0% | +7.6% | -6.3% |
| 1Y | -7.4% | -25.7% | +18.2% | -7.4% |
| All | -7.4% | -25.6% | +18.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling