+43.7%
RF vs AMBA
-72.1%
+115.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -0.5% |
| 7D | -1.6% | -14.6% | +12.9% | +1.0% |
| 30D | +5.0% | -18.8% | +23.8% | +8.5% |
| 3M | -10.0% | -32.6% | +22.6% | -4.3% |
| 6M | +3.3% | -25.8% | +29.1% | +4.4% |
| YTD | +7.9% | -22.1% | +30.1% | +6.9% |
| 1Y | +21.2% | -36.2% | +57.5% | +24.2% |
| 3Y | +105.8% | +10.0% | +95.8% | +75.9% |
| 5Y | +43.7% | -71.6% | +115.3% | +42.1% |
| All | +43.7% | -72.1% | +115.8% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling