-44.9%
S vs AMBA
-43.7%
-1.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +1.4% | -2.6% | +4.0% | +2.5% |
| 30D | -10.8% | -10.5% | -0.3% | -6.7% |
| 3M | +5.4% | -26.4% | +31.8% | +17.4% |
| 6M | +41.2% | -20.9% | +62.1% | +43.4% |
| YTD | +56.2% | -14.8% | +71.0% | +49.8% |
| 1Y | +36.3% | -36.1% | +72.4% | +45.7% |
| 3Y | +49.4% | +20.2% | +29.2% | +4.2% |
| 5Y | -66.9% | -67.2% | +0.4% | -63.5% |
| All | -44.9% | -43.7% | -1.2% | -48.2% |
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