+1,898.9%
TDG vs AMBA
+831.3%
+1,067.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.1% |
| 7D | +2.3% | +2.6% | -0.3% | +1.8% |
| 30D | +11.2% | -3.6% | +14.7% | +11.5% |
| 3M | +0.2% | -24.6% | +24.8% | +3.8% |
| 6M | +3.9% | -21.6% | +25.5% | +4.4% |
| YTD | -6.4% | -11.8% | +5.4% | -8.4% |
| 1Y | -3.8% | -33.2% | +29.4% | -2.3% |
| 3Y | +46.8% | +24.5% | +22.3% | +28.2% |
| 5Y | +128.3% | -67.7% | +195.9% | +131.5% |
| 10Y | +569.3% | +4.7% | +564.5% | +428.8% |
| All | +1,898.9% | +831.3% | +1,067.6% | +1,167.7% |
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