+138.5%
PSA vs AMBA
-0.9%
+139.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -1.3% |
| 7D | +3.9% | -7.2% | +11.1% | +4.3% |
| 30D | +19.7% | -10.4% | +30.0% | +20.3% |
| 3M | +4.3% | -30.1% | +34.4% | +6.3% |
| 6M | +11.4% | -22.4% | +33.8% | +11.6% |
| YTD | +33.9% | -17.3% | +51.3% | +33.2% |
| 1Y | +28.3% | -35.4% | +63.7% | +29.4% |
| 3Y | +53.5% | +18.6% | +34.9% | +44.3% |
| 5Y | +30.6% | -69.8% | +100.4% | +29.1% |
| All | +138.5% | -0.9% | +139.3% | +108.1% |
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