+273.0%
PEG vs AMBA
+722.2%
-449.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.3% | +0.3% |
| 7D | -0.7% | -14.6% | +13.9% | 0.0% |
| 30D | +1.9% | -18.8% | +20.7% | +2.9% |
| 3M | -2.3% | -32.6% | +30.2% | -0.6% |
| 6M | -6.7% | -25.8% | +19.1% | -6.3% |
| YTD | -6.6% | -22.1% | +15.5% | -6.8% |
| 1Y | -5.3% | -36.2% | +30.9% | -4.6% |
| 3Y | +26.8% | +10.0% | +16.8% | +21.5% |
| 5Y | +34.7% | -71.6% | +106.2% | +35.0% |
| 10Y | +151.8% | -4.7% | +156.6% | +129.2% |
| All | +273.0% | +722.2% | -449.3% | +217.5% |
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