+415.3%
PR vs AMBA
-54.5%
+469.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +2.9% | -11.0% | +13.9% | +5.1% |
| 30D | +18.0% | -23.2% | +41.2% | +23.6% |
| 3M | +16.9% | -12.7% | +29.6% | +16.6% |
| 6M | +28.2% | +11.2% | +17.0% | +18.8% |
| YTD | +69.3% | -11.2% | +80.6% | +63.6% |
| 1Y | +69.5% | -22.5% | +92.0% | +66.1% |
| 3Y | +81.7% | -1.3% | +83.0% | +57.2% |
| All | +415.3% | -54.5% | +469.8% | +382.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling