+779.2%
PSX vs AMBA
+722.2%
+57.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -9.4% | +4.6% | -3.6% |
| 7D | -9.7% | -14.6% | +4.9% | -7.8% |
| 30D | -8.4% | -18.8% | +10.4% | -6.1% |
| 3M | +22.6% | -32.6% | +55.2% | +28.4% |
| 6M | +38.8% | -25.8% | +64.6% | +40.1% |
| YTD | +95.5% | -22.1% | +117.6% | +94.2% |
| 1Y | +87.1% | -36.2% | +123.3% | +90.3% |
| 3Y | +133.5% | +10.0% | +123.5% | +110.1% |
| 5Y | +280.9% | -71.6% | +352.4% | +292.0% |
| 10Y | +356.6% | -4.7% | +361.3% | +258.6% |
| All | +779.2% | +722.2% | +57.0% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling