+747.9%
PH vs AMBA
-0.9%
+748.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.3% | +1.5% |
| 7D | +2.0% | -7.2% | +9.2% | +3.6% |
| 30D | -3.7% | -10.4% | +6.7% | -1.6% |
| 3M | -14.0% | -30.1% | +16.1% | -7.6% |
| 6M | +2.1% | -22.4% | +24.5% | +3.3% |
| YTD | +5.1% | -17.3% | +22.4% | +3.3% |
| 1Y | +10.9% | -35.4% | +46.3% | +14.7% |
| 3Y | +132.9% | +18.6% | +114.3% | +95.2% |
| 5Y | +200.1% | -69.8% | +269.9% | +216.4% |
| All | +747.9% | -0.9% | +748.8% | +449.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling