+209.7%
PH vs AMBA
-69.7%
+279.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +4.3% | +2.7% | +1.7% | +3.8% |
| 30D | +0.1% | -2.2% | +2.3% | +0.4% |
| 3M | -9.4% | -26.6% | +17.3% | -4.2% |
| 6M | +8.8% | -26.8% | +35.5% | +11.5% |
| YTD | +9.6% | -15.1% | +24.8% | +7.2% |
| 1Y | +14.4% | -32.3% | +46.7% | +17.0% |
| 3Y | +134.5% | +19.8% | +114.7% | +97.3% |
| All | +209.7% | -69.7% | +279.4% | +192.8% |
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