-7.9%
PG vs AMBA
-17.3%
+9.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.4% | -1.5% |
| 7D | -3.4% | +2.5% | -5.9% | -3.2% |
| 30D | -2.6% | -16.1% | +13.5% | -3.6% |
| 3M | -3.3% | +4.6% | -8.0% | -2.7% |
| 6M | -6.7% | +29.2% | -35.9% | -4.5% |
| YTD | +1.7% | -2.9% | +4.6% | +2.7% |
| 1Y | -7.9% | -18.7% | +10.8% | -7.2% |
| All | -7.9% | -17.3% | +9.4% | -7.2% |
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 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