+407.5%
TD vs AMBA
+772.6%
-365.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.2% |
| 7D | -1.7% | -7.2% | +5.6% | -1.0% |
| 30D | +8.2% | -10.4% | +18.6% | +9.3% |
| 3M | +1.7% | -30.1% | +31.8% | +5.2% |
| 6M | +14.2% | -22.4% | +36.7% | +15.0% |
| YTD | +32.8% | -17.3% | +50.1% | +32.0% |
| 1Y | +55.5% | -35.4% | +90.9% | +58.1% |
| 3Y | +129.6% | +18.6% | +111.0% | +111.2% |
| 5Y | +102.2% | -69.8% | +172.0% | +105.4% |
| 10Y | +306.3% | +1.1% | +305.2% | +242.9% |
| All | +407.5% | +772.6% | -365.0% | +273.6% |
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