+1,427.1%
PH vs AMBA
+837.3%
+589.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -3.1% | -11.0% | +7.9% | -0.9% |
| 30D | -3.2% | -23.2% | +19.9% | +1.6% |
| 3M | +10.6% | -12.7% | +23.3% | +10.9% |
| 6M | -2.1% | +11.2% | -13.3% | -7.7% |
| YTD | +10.2% | -11.2% | +21.4% | +7.9% |
| 1Y | +28.2% | -22.5% | +50.8% | +27.5% |
| 3Y | +134.9% | -1.3% | +136.2% | +112.9% |
| 5Y | +253.6% | -54.2% | +307.8% | +242.6% |
| 10Y | +804.7% | -6.1% | +810.8% | +600.5% |
| All | +1,427.1% | +837.3% | +589.8% | +723.6% |
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 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