+134.5%
PSA vs AMBA
+7.9%
+126.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | -2.1% | +2.6% | -4.6% | -2.3% |
| 30D | +16.2% | -3.6% | +19.8% | +16.3% |
| 3M | +4.3% | -24.6% | +28.9% | +5.9% |
| 6M | +9.9% | -21.6% | +31.5% | +10.1% |
| YTD | +33.3% | -11.8% | +45.0% | +31.9% |
| 1Y | +25.8% | -33.2% | +59.0% | +26.7% |
| 3Y | +54.8% | +24.5% | +30.3% | +45.0% |
| 5Y | +27.5% | -67.7% | +95.2% | +25.6% |
| 10Y | +134.5% | +4.7% | +129.8% | +103.7% |
| All | +134.5% | +7.9% | +126.7% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling