+79.3%
PR vs AMBA
-1.0%
+80.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +2.9% | -11.0% | +13.9% | +4.5% |
| 30D | +18.0% | -23.2% | +41.2% | +22.1% |
| 3M | +16.9% | -12.7% | +29.6% | +16.5% |
| 6M | +28.2% | +11.2% | +17.0% | +19.9% |
| YTD | +69.3% | -11.2% | +80.6% | +64.3% |
| 1Y | +69.5% | -22.5% | +92.0% | +66.3% |
| All | +79.3% | -1.0% | +80.3% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling