+272.6%
PEG vs AMBA
+837.3%
-564.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +0.7% | -11.0% | +11.7% | +1.3% |
| 30D | -2.4% | -23.2% | +20.7% | -1.2% |
| 3M | -4.8% | -12.7% | +7.9% | -4.8% |
| 6M | -10.7% | +11.2% | -21.9% | -12.3% |
| YTD | -6.7% | -11.2% | +4.5% | -7.3% |
| 1Y | -6.8% | -22.5% | +15.7% | -7.1% |
| 3Y | +34.5% | -1.3% | +35.8% | +29.9% |
| 5Y | +35.8% | -54.2% | +89.9% | +32.7% |
| 10Y | +141.7% | -6.1% | +147.9% | +119.6% |
| All | +272.6% | +837.3% | -564.6% | +215.7% |
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