+484.1%
RF vs AMBA
+722.2%
-238.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | -0.4% |
| 7D | -1.6% | -14.6% | +12.9% | +1.1% |
| 30D | +5.0% | -18.8% | +23.8% | +8.7% |
| 3M | -10.0% | -32.6% | +22.6% | -4.0% |
| 6M | +3.3% | -25.8% | +29.1% | +4.7% |
| YTD | +7.9% | -22.1% | +30.1% | +7.3% |
| 1Y | +21.2% | -36.2% | +57.5% | +24.4% |
| 3Y | +105.8% | +10.0% | +95.8% | +80.2% |
| 5Y | +43.7% | -71.6% | +115.3% | +51.2% |
| 10Y | +289.4% | -4.7% | +294.2% | +201.7% |
| All | +484.1% | +722.2% | -238.1% | +194.5% |
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 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