-16.8%
PPG vs AMBA
-54.5%
+37.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -1.5% | -11.0% | +9.5% | +0.4% |
| 30D | -5.0% | -23.2% | +18.2% | -0.9% |
| 3M | +1.1% | -12.7% | +13.8% | +1.1% |
| 6M | -3.2% | +11.2% | -14.4% | -8.7% |
| YTD | +11.9% | -11.2% | +23.1% | +9.3% |
| 1Y | +5.3% | -22.5% | +27.9% | +4.1% |
| 3Y | -15.0% | -1.3% | -13.7% | -24.5% |
| All | -16.8% | -54.5% | +37.7% | -25.7% |
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