+160.5%
PR vs AMBA
+36.3%
+124.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.7% | -4.8% | -6.1% |
| 7D | -12.1% | -8.1% | -4.0% | -10.3% |
| 30D | +0.9% | -10.8% | +11.7% | +3.5% |
| 3M | +10.1% | -25.9% | +36.0% | +17.4% |
| 6M | +1.1% | -13.9% | +15.0% | -1.3% |
| YTD | +63.7% | -14.0% | +77.7% | +56.9% |
| 1Y | +87.0% | -25.7% | +112.7% | +84.1% |
| 3Y | +70.7% | +21.5% | +49.3% | +34.6% |
| 5Y | +246.8% | -68.9% | +315.8% | +268.7% |
| 10Y | +72.6% | +5.2% | +67.4% | +19.8% |
| All | +160.5% | +36.3% | +124.2% | +82.5% |
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