+270.5%
PEG vs AMBA
+772.6%
-502.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.8% | -1.0% |
| 7D | -2.3% | -7.2% | +5.0% | -1.9% |
| 30D | +1.2% | -10.4% | +11.6% | +1.7% |
| 3M | -2.4% | -30.1% | +27.8% | -0.8% |
| 6M | -6.9% | -22.4% | +15.6% | -6.7% |
| YTD | -7.2% | -17.3% | +10.1% | -7.7% |
| 1Y | -8.9% | -35.4% | +26.5% | -8.2% |
| 3Y | +27.1% | +18.6% | +8.5% | +21.3% |
| 5Y | +33.8% | -69.8% | +103.6% | +33.6% |
| 10Y | +150.2% | +1.1% | +149.1% | +126.9% |
| All | +270.5% | +772.6% | -502.1% | +214.4% |
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 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