-6.4%
T vs AMBA
-25.6%
+19.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +1.8% |
| 7D | +5.5% | -8.1% | +13.5% | +4.4% |
| 30D | -8.9% | -10.8% | +1.8% | -9.7% |
| 3M | -5.6% | -25.9% | +20.3% | -7.7% |
| 6M | -14.3% | -13.9% | -0.4% | -13.4% |
| YTD | -7.9% | -14.0% | +6.1% | -5.9% |
| 1Y | -6.4% | -25.7% | +19.3% | -4.3% |
| All | -6.4% | -25.6% | +19.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling