+11.1%
PL vs AMBA
-72.1%
+83.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.4% | -0.7% | -6.2% |
| 7D | -20.5% | -14.6% | -6.0% | -14.9% |
| 30D | -38.8% | -18.8% | -20.0% | -33.0% |
| 3M | -49.1% | -32.6% | -16.5% | -40.1% |
| 6M | -69.4% | -25.8% | -43.6% | -66.5% |
| YTD | -42.3% | -22.1% | -20.2% | -39.9% |
| 1Y | -14.2% | -36.2% | +22.0% | -4.0% |
| 3Y | +398.7% | +10.0% | +388.7% | +315.3% |
| 5Y | +11.1% | -71.6% | +82.7% | +33.1% |
| All | +11.1% | -72.1% | +83.2% | +33.1% |
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