-11.4%
PPG vs AMBA
+3.8%
-15.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -1.5% | -11.0% | +9.5% | 0.0% |
| 30D | -5.0% | -23.2% | +18.2% | -1.7% |
| 3M | +1.1% | -12.7% | +13.8% | +1.1% |
| 6M | -3.2% | +11.2% | -14.4% | -8.4% |
| YTD | +11.9% | -11.2% | +23.1% | +9.2% |
| 1Y | +5.3% | -22.5% | +27.9% | +3.8% |
| All | -11.4% | +3.8% | -15.1% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling