+47.0%
PPL vs AMBA
-68.8%
+115.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | +1.8% | -8.1% | +9.9% | +2.0% |
| 30D | +8.4% | -10.8% | +19.2% | +8.7% |
| 3M | +2.4% | -25.9% | +28.3% | +3.1% |
| 6M | -4.0% | -13.9% | +9.9% | -4.4% |
| YTD | +4.5% | -14.0% | +18.5% | +3.8% |
| 1Y | +1.7% | -25.7% | +27.4% | +1.6% |
| 3Y | +55.5% | +21.5% | +34.1% | +47.0% |
| 5Y | +47.0% | -68.9% | +116.0% | +43.5% |
| All | +47.0% | -68.8% | +115.8% | +43.5% |
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