+82.0%
PR vs AMBA
-33.1%
+115.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.4% | +4.6% | -4.8% |
| 7D | -16.5% | -14.6% | -2.0% | -16.6% |
| 30D | -4.5% | -18.8% | +14.3% | -4.6% |
| 3M | +8.5% | -32.6% | +41.1% | +8.1% |
| 6M | -3.3% | -25.8% | +22.5% | -3.7% |
| YTD | +55.7% | -22.1% | +77.8% | +56.0% |
| 1Y | +82.0% | -36.2% | +118.3% | +82.8% |
| All | +82.0% | -33.1% | +115.1% | +82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling