+17.0%
PG vs AMBA
-25.6%
+42.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.1% |
| 7D | +5.7% | -8.1% | +13.8% | +5.0% |
| 30D | +15.4% | -10.8% | +26.2% | +14.6% |
| 3M | +13.8% | -25.9% | +39.7% | +11.8% |
| 6M | +18.3% | -13.9% | +32.2% | +18.4% |
| YTD | +20.1% | -14.0% | +34.1% | +20.3% |
| 1Y | +17.0% | -25.7% | +42.7% | +16.8% |
| All | +17.0% | -25.6% | +42.6% | +16.8% |
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