+27.8%
PL vs AMBA
-41.3%
+69.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -5.7% |
| 7D | -11.7% | -8.1% | -3.7% | -8.8% |
| 30D | -27.1% | -10.8% | -16.4% | -23.8% |
| 3M | -44.6% | -25.9% | -18.7% | -38.0% |
| 6M | -67.2% | -13.9% | -53.3% | -66.4% |
| YTD | -35.9% | -14.0% | -21.8% | -35.7% |
| 1Y | -0.4% | -25.7% | +25.3% | +4.3% |
| 3Y | +454.8% | +21.5% | +433.4% | +360.6% |
| 5Y | +24.8% | -68.9% | +93.7% | +33.3% |
| All | +27.8% | -41.3% | +69.1% | +37.3% |
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