+162.8%
PEG vs AMBA
+4.3%
+158.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +2.6% | -2.6% | +5.2% | +2.7% |
| 30D | +3.3% | -10.5% | +13.8% | +3.9% |
| 3M | +1.1% | -26.4% | +27.5% | +2.7% |
| 6M | -1.4% | -20.9% | +19.4% | -1.4% |
| YTD | -4.6% | -14.8% | +10.2% | -5.4% |
| 1Y | -7.2% | -36.1% | +28.9% | -6.3% |
| 3Y | +33.7% | +20.2% | +13.5% | +25.7% |
| 5Y | +40.8% | -67.2% | +108.1% | +40.1% |
| 10Y | +162.8% | +5.0% | +157.9% | +124.2% |
| All | +162.8% | +4.3% | +158.5% | +124.2% |
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