+6.6%
PL vs AMBA
-34.6%
+41.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +5.6% | -2.7% | +8.3% | +7.0% |
| 30D | -16.9% | -10.5% | -6.4% | -13.2% |
| 3M | -38.2% | -26.4% | -11.8% | -31.4% |
| 6M | -63.4% | -20.9% | -42.5% | -61.5% |
| YTD | -27.6% | -14.8% | -12.8% | -25.6% |
| 1Y | +6.6% | -36.1% | +42.7% | +17.3% |
| All | +6.6% | -34.6% | +41.2% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling