+191.7%
PH vs AMBA
-72.1%
+263.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.4% | +7.5% | -0.1% |
| 7D | -3.9% | -14.6% | +10.7% | -0.9% |
| 30D | -9.4% | -18.8% | +9.4% | -5.8% |
| 3M | -10.3% | -32.6% | +22.3% | -3.6% |
| 6M | +2.7% | -25.8% | +28.5% | +4.6% |
| YTD | +2.1% | -22.1% | +24.3% | +1.7% |
| 1Y | +16.2% | -36.2% | +52.4% | +20.0% |
| 3Y | +129.3% | +10.0% | +119.3% | +96.4% |
| 5Y | +191.7% | -71.6% | +263.3% | +181.6% |
| All | +191.7% | -72.1% | +263.8% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling