+272.5%
RF vs AMBA
-0.9%
+273.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.6% |
| 7D | -0.9% | -7.2% | +6.3% | +0.5% |
| 30D | +6.0% | -10.4% | +16.4% | +8.0% |
| 3M | -8.9% | -30.1% | +21.2% | -2.7% |
| 6M | +2.3% | -22.4% | +24.8% | +2.7% |
| YTD | +7.6% | -17.3% | +24.9% | +5.1% |
| 1Y | +21.2% | -35.4% | +56.6% | +24.4% |
| 3Y | +108.5% | +18.6% | +89.9% | +72.9% |
| 5Y | +43.2% | -69.8% | +113.0% | +50.7% |
| All | +272.5% | -0.9% | +273.4% | +141.9% |
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