+83.0%
PL vs AMBA
-39.4%
+122.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -9.3% | -11.0% | +1.6% | -5.2% |
| 30D | -18.9% | -23.2% | +4.2% | -10.4% |
| 3M | -58.4% | -12.7% | -45.7% | -56.8% |
| 6M | -30.3% | +11.2% | -41.5% | -35.6% |
| YTD | -8.1% | -11.2% | +3.1% | -8.8% |
| 1Y | +180.5% | -22.5% | +203.0% | +188.1% |
| 3Y | +444.1% | -1.3% | +445.5% | +383.4% |
| 5Y | +83.0% | -54.2% | +137.2% | +94.3% |
| All | +83.0% | -39.4% | +122.5% | +94.7% |
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