+72.6%
PR vs AMBA
+10.7%
+61.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.1% |
| 7D | -12.1% | -8.1% | -4.0% | -10.2% |
| 30D | +0.9% | -10.8% | +11.7% | +3.5% |
| 3M | +10.1% | -25.9% | +36.0% | +17.6% |
| 6M | +1.1% | -13.9% | +15.0% | -1.4% |
| YTD | +63.7% | -14.0% | +77.7% | +56.6% |
| 1Y | +87.0% | -25.7% | +112.7% | +83.9% |
| 3Y | +70.7% | +21.5% | +49.3% | +33.2% |
| 5Y | +246.8% | -68.9% | +315.8% | +270.2% |
| 10Y | +72.6% | +5.2% | +67.4% | +16.8% |
| All | +72.6% | +10.7% | +61.9% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling