+177.9%
PPG vs AMBA
+799.6%
-621.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +3.2% | -2.6% | +5.9% | +3.5% |
| 30D | +20.4% | -10.5% | +30.9% | +22.0% |
| 3M | +8.4% | -26.4% | +34.8% | +12.5% |
| 6M | +15.6% | -20.9% | +36.5% | +15.9% |
| YTD | +24.4% | -14.8% | +39.2% | +22.4% |
| 1Y | +32.9% | -36.1% | +69.0% | +35.8% |
| 3Y | +3.7% | +20.2% | -16.5% | -7.6% |
| 5Y | -13.7% | -67.2% | +53.5% | -13.2% |
| 10Y | +55.5% | +5.0% | +50.5% | +25.4% |
| All | +177.9% | +799.6% | -621.7% | +72.2% |
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