+294.4%
TD vs AMBA
-0.9%
+295.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.1% | +2.7% | -1.6% | +0.8% |
| 30D | +5.2% | -2.2% | +7.4% | +5.4% |
| 3M | +1.2% | -26.6% | +27.9% | +4.7% |
| 6M | +17.7% | -26.8% | +44.5% | +19.6% |
| YTD | +34.2% | -15.1% | +49.4% | +32.6% |
| 1Y | +55.4% | -32.3% | +87.7% | +57.6% |
| 3Y | +130.4% | +19.8% | +110.6% | +106.5% |
| 5Y | +101.8% | -69.2% | +171.0% | +106.6% |
| All | +294.4% | -0.9% | +295.3% | +194.9% |
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