+55.5%
T vs AMBA
-0.9%
+56.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -1.0% |
| 7D | +1.0% | -7.2% | +8.3% | +1.2% |
| 30D | -10.6% | -10.4% | -0.2% | -10.4% |
| 3M | -7.7% | -30.1% | +22.4% | -6.8% |
| 6M | -13.3% | -22.4% | +9.1% | -13.4% |
| YTD | -8.8% | -17.3% | +8.6% | -9.4% |
| 1Y | -8.4% | -35.4% | +27.0% | -8.0% |
| 3Y | +59.6% | +18.6% | +41.0% | +50.5% |
| 5Y | +52.1% | -69.8% | +121.9% | +52.7% |
| All | +55.5% | -0.9% | +56.4% | +26.7% |
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