+26.6%
PSA vs AMBA
-68.7%
+95.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -2.1% | +10.7% | -12.8% | -2.8% |
| 30D | +15.6% | -5.0% | +20.6% | +15.8% |
| 3M | +4.1% | -26.9% | +31.0% | +6.0% |
| 6M | +9.2% | -21.9% | +31.1% | +9.4% |
| YTD | +32.3% | -13.8% | +46.1% | +30.9% |
| 1Y | +26.2% | -36.1% | +62.2% | +27.6% |
| 3Y | +53.7% | +21.6% | +32.0% | +41.3% |
| 5Y | +26.6% | -68.8% | +95.3% | +19.8% |
| All | +26.6% | -68.7% | +95.3% | +19.8% |
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