+264.2%
PG vs AMBA
+772.6%
-508.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.1% | -7.1% | -1.2% |
| 7D | +2.4% | -7.2% | +9.6% | +2.5% |
| 30D | +12.6% | -10.4% | +23.0% | +12.9% |
| 3M | +13.3% | -30.1% | +43.4% | +14.3% |
| 6M | +13.4% | -22.4% | +35.8% | +13.4% |
| YTD | +18.8% | -17.3% | +36.1% | +18.2% |
| 1Y | +16.5% | -35.4% | +51.9% | +16.9% |
| 3Y | +18.6% | +18.6% | 0.0% | +14.1% |
| 5Y | +28.8% | -69.8% | +98.7% | +29.3% |
| 10Y | +155.0% | +1.1% | +153.9% | +132.1% |
| All | +264.2% | +772.6% | -508.4% | +201.1% |
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