+343.0%
PSX vs AMBA
+4.2%
+338.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -7.8% | -2.6% | -5.2% | -7.5% |
| 30D | -9.9% | -10.5% | +0.6% | -8.6% |
| 3M | +16.9% | -26.4% | +43.4% | +21.5% |
| 6M | +48.0% | -20.9% | +68.9% | +48.0% |
| YTD | +98.3% | -14.8% | +113.1% | +94.0% |
| 1Y | +86.2% | -36.1% | +122.2% | +90.0% |
| 3Y | +144.0% | +20.2% | +123.7% | +112.0% |
| 5Y | +287.7% | -67.2% | +355.0% | +293.2% |
| All | +343.0% | +4.2% | +338.8% | +201.5% |
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 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