+145.1%
PPL vs AMBA
+722.2%
-577.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.2% | +1.2% |
| 7D | +1.0% | -14.6% | +15.6% | +1.7% |
| 30D | +6.8% | -18.8% | +25.6% | +7.7% |
| 3M | +3.9% | -32.6% | +36.5% | +5.5% |
| 6M | -2.0% | -25.8% | +23.8% | -1.8% |
| YTD | +5.3% | -22.1% | +27.4% | +5.0% |
| 1Y | +2.2% | -36.2% | +38.4% | +2.8% |
| 3Y | +56.7% | +10.0% | +46.7% | +49.2% |
| 5Y | +49.1% | -71.6% | +120.6% | +50.0% |
| 10Y | +63.6% | -4.7% | +68.4% | +48.1% |
| All | +145.1% | +722.2% | -577.1% | +106.8% |
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