-48.8%
S vs AMBA
-45.4%
-3.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -0.7% |
| 7D | -13.4% | -7.2% | -6.2% | -10.9% |
| 30D | -14.0% | -10.4% | -3.6% | -10.2% |
| 3M | +4.9% | -30.1% | +35.0% | +18.9% |
| 6M | +42.0% | -22.4% | +64.4% | +45.1% |
| YTD | +45.1% | -17.3% | +62.5% | +40.7% |
| 1Y | +33.1% | -35.4% | +68.5% | +41.0% |
| 3Y | +40.6% | +18.6% | +22.0% | -1.7% |
| 5Y | -67.5% | -69.8% | +2.4% | -63.1% |
| All | -48.8% | -45.4% | -3.4% | -51.4% |
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