+410.4%
TD vs AMBA
+722.2%
-311.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.5% | -3.0% |
| 7D | -3.2% | -14.6% | +11.3% | -1.7% |
| 30D | +4.9% | -18.8% | +23.7% | +7.1% |
| 3M | +2.3% | -32.6% | +34.9% | +6.2% |
| 6M | +17.8% | -25.8% | +43.6% | +19.1% |
| YTD | +33.5% | -22.1% | +55.6% | +33.6% |
| 1Y | +55.9% | -36.2% | +92.1% | +58.7% |
| 3Y | +131.5% | +10.0% | +121.6% | +114.7% |
| 5Y | +103.3% | -71.6% | +174.9% | +107.9% |
| 10Y | +308.6% | -4.7% | +313.3% | +247.0% |
| All | +410.4% | +722.2% | -311.8% | +278.2% |
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