+38.4%
S vs AMBA
+10.0%
+28.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.4% | +0.6% | -6.4% |
| 7D | -16.7% | -14.6% | -2.1% | -13.2% |
| 30D | -17.0% | -18.8% | +1.8% | -12.4% |
| 3M | +2.0% | -32.6% | +34.6% | +12.0% |
| 6M | +35.1% | -25.8% | +60.9% | +39.5% |
| YTD | +42.8% | -22.1% | +64.9% | +42.9% |
| 1Y | +27.7% | -36.2% | +63.9% | +34.3% |
| All | +38.4% | +10.0% | +28.4% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling