+25.0%
Q vs AMBA
-30.3%
+55.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -3.3% | -8.1% | +4.8% | -0.6% |
| 30D | -9.7% | -10.8% | +1.1% | -6.5% |
| 3M | -16.1% | -25.9% | +9.8% | -8.3% |
| 6M | -15.7% | -13.9% | -1.8% | -15.8% |
| YTD | +45.7% | -14.0% | +59.7% | +39.3% |
| 1Y | +18.0% | -25.7% | +43.7% | +11.6% |
| All | +25.0% | -30.3% | +55.2% | +19.6% |
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