+137.1%
PPL vs AMBA
+837.3%
-700.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +2.7% | -11.0% | +13.6% | +3.2% |
| 30D | +0.5% | -23.2% | +23.6% | +1.7% |
| 3M | +0.7% | -12.7% | +13.4% | +0.6% |
| 6M | -7.6% | +11.2% | -18.8% | -9.2% |
| YTD | +1.8% | -11.2% | +13.0% | +1.1% |
| 1Y | -0.8% | -22.5% | +21.8% | -1.1% |
| 3Y | +56.9% | -1.3% | +58.2% | +51.0% |
| 5Y | +39.5% | -54.2% | +93.7% | +36.7% |
| 10Y | +55.4% | -6.1% | +61.5% | +40.5% |
| All | +137.1% | +837.3% | -700.2% | +99.1% |
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