-67.2%
PL vs AMBA
-15.4%
-51.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.6% | -5.6% |
| 7D | -11.7% | -8.1% | -3.7% | -8.4% |
| 30D | -27.1% | -10.8% | -16.4% | -23.4% |
| 3M | -44.6% | -25.9% | -18.7% | -37.4% |
| 6M | -67.2% | -13.9% | -53.3% | -65.8% |
| All | -67.2% | -15.4% | -51.8% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling