-47.8%
S vs AMBA
-43.9%
-3.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | +2.0% | +2.7% | -0.7% | +1.1% |
| 30D | -2.7% | -2.2% | -0.5% | -1.6% |
| 3M | -6.9% | -26.6% | +19.8% | +3.9% |
| 6M | +38.1% | -26.8% | +64.8% | +45.0% |
| YTD | +48.0% | -15.1% | +63.1% | +42.2% |
| 1Y | +34.5% | -32.3% | +66.7% | +40.1% |
| 3Y | +38.3% | +19.8% | +18.5% | -3.4% |
| 5Y | -70.9% | -69.2% | -1.7% | -67.2% |
| All | -47.8% | -43.9% | -3.8% | -50.9% |
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