+106.2%
T vs AMBA
+722.2%
-616.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | +0.3% |
| 7D | +4.3% | -14.6% | +18.9% | +4.8% |
| 30D | -9.7% | -18.8% | +9.1% | -9.1% |
| 3M | -4.3% | -32.6% | +28.3% | -3.2% |
| 6M | -13.7% | -25.8% | +12.1% | -13.6% |
| YTD | -8.0% | -22.1% | +14.2% | -8.4% |
| 1Y | -6.9% | -36.2% | +29.3% | -6.6% |
| 3Y | +59.7% | +10.0% | +49.7% | +52.2% |
| 5Y | +53.4% | -71.6% | +125.0% | +54.0% |
| 10Y | +58.2% | -4.7% | +63.0% | +38.7% |
| All | +106.2% | +722.2% | -616.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling