+67.7%
T vs AMBA
-54.5%
+122.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -2.0% |
| 7D | -1.3% | -11.0% | +9.7% | -1.3% |
| 30D | +11.4% | -23.2% | +34.5% | +11.2% |
| 3M | +14.3% | -12.7% | +27.0% | +14.3% |
| 6M | -9.3% | +11.2% | -20.5% | -9.7% |
| YTD | +7.1% | -11.2% | +18.3% | +7.0% |
| 1Y | -9.1% | -22.5% | +13.4% | -9.1% |
| 3Y | +105.3% | -1.3% | +106.7% | +101.4% |
| All | +67.7% | -54.5% | +122.2% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling