+169.5%
PR vs AMBA
+40.7%
+128.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +2.9% | -11.0% | +13.9% | +5.8% |
| 30D | +18.0% | -23.2% | +41.2% | +25.5% |
| 3M | +16.9% | -12.7% | +29.6% | +16.4% |
| 6M | +28.2% | +11.2% | +17.0% | +16.7% |
| YTD | +69.3% | -11.2% | +80.6% | +62.1% |
| 1Y | +69.5% | -22.5% | +92.0% | +64.9% |
| 3Y | +81.7% | -1.3% | +83.0% | +53.0% |
| 5Y | +422.2% | -54.2% | +476.4% | +388.7% |
| 10Y | +110.4% | -6.1% | +116.5% | +45.7% |
| All | +169.5% | +40.7% | +128.8% | +88.5% |
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