+220.3%
PG vs AMBA
+837.3%
-616.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | +1.9% | -11.0% | +12.8% | +2.2% |
| 30D | -0.2% | -23.2% | +22.9% | +0.5% |
| 3M | +4.8% | -12.7% | +17.5% | +4.7% |
| 6M | -6.1% | +11.2% | -17.3% | -7.2% |
| YTD | +4.5% | -11.2% | +15.7% | +3.9% |
| 1Y | -5.3% | -22.5% | +17.2% | -5.6% |
| 3Y | +2.6% | -1.3% | +3.9% | -0.2% |
| 5Y | +15.6% | -54.2% | +69.8% | +13.8% |
| 10Y | +118.0% | -6.1% | +124.1% | +99.1% |
| All | +220.3% | +837.3% | -616.9% | +164.7% |
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