+269.2%
PG vs AMBA
+831.3%
-562.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.7% |
| 7D | +0.2% | +2.6% | -2.4% | +0.1% |
| 30D | +10.2% | -3.6% | +13.7% | +10.2% |
| 3M | +16.2% | -24.6% | +40.8% | +17.0% |
| 6M | +18.6% | -21.6% | +40.2% | +18.7% |
| YTD | +20.4% | -11.8% | +32.2% | +19.7% |
| 1Y | +16.2% | -33.2% | +49.3% | +16.5% |
| 3Y | +19.9% | +24.5% | -4.6% | +15.3% |
| 5Y | +30.3% | -67.7% | +97.9% | +30.5% |
| 10Y | +163.1% | +4.7% | +158.4% | +139.3% |
| All | +269.2% | +831.3% | -562.1% | +204.7% |
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