+525.4%
RF vs AMBA
+837.3%
-311.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.3% | -11.0% | +12.3% | +3.4% |
| 30D | -3.6% | -23.2% | +19.6% | +0.9% |
| 3M | +8.1% | -12.7% | +20.8% | +8.0% |
| 6M | +11.5% | +11.2% | +0.3% | +4.7% |
| YTD | +15.6% | -11.2% | +26.8% | +12.8% |
| 1Y | +15.7% | -22.5% | +38.2% | +14.4% |
| 3Y | +86.9% | -1.3% | +88.2% | +68.1% |
| 5Y | +89.8% | -54.2% | +144.0% | +83.1% |
| 10Y | +344.7% | -6.1% | +350.8% | +243.3% |
| All | +525.4% | +837.3% | -311.8% | +209.7% |
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