+361.6%
PSX vs AMBA
-0.9%
+362.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +7.8% | +2.7% | +5.1% | +7.4% |
| 30D | -10.9% | -2.2% | -8.7% | -10.7% |
| 3M | +14.5% | -26.6% | +41.1% | +19.0% |
| 6M | +56.1% | -26.8% | +82.9% | +58.2% |
| YTD | +109.6% | -15.1% | +124.7% | +105.1% |
| 1Y | +95.5% | -32.3% | +127.8% | +97.7% |
| 3Y | +156.2% | +19.8% | +136.4% | +122.8% |
| 5Y | +310.0% | -69.2% | +379.2% | +321.7% |
| All | +361.6% | -0.9% | +362.6% | +214.5% |
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