+460.4%
PLD vs AMBA
+722.2%
-261.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -1.0% |
| 7D | +0.4% | -14.6% | +15.0% | +2.2% |
| 30D | -0.1% | -18.8% | +18.7% | +2.2% |
| 3M | -7.9% | -32.6% | +24.6% | -4.0% |
| 6M | -7.0% | -25.8% | +18.8% | -6.2% |
| YTD | +3.1% | -22.1% | +25.2% | +2.5% |
| 1Y | +7.1% | -36.2% | +43.3% | +8.7% |
| 3Y | +32.9% | +10.0% | +22.9% | +21.1% |
| 5Y | +1.5% | -71.6% | +73.1% | +3.1% |
| 10Y | +245.9% | -4.7% | +250.6% | +189.5% |
| All | +460.4% | +722.2% | -261.8% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling