+435.2%
TDY vs AMBA
-0.9%
+436.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +4.1% | +2.7% | +1.4% | +3.6% |
| 30D | +5.7% | -2.2% | +7.9% | +6.1% |
| 3M | -4.4% | -26.6% | +22.2% | +0.2% |
| 6M | +1.2% | -26.8% | +28.0% | +3.9% |
| YTD | +26.0% | -15.1% | +41.2% | +24.9% |
| 1Y | +27.4% | -32.3% | +59.6% | +30.5% |
| 3Y | +67.5% | +19.8% | +47.7% | +47.0% |
| 5Y | +44.9% | -69.2% | +114.1% | +51.0% |
| All | +435.2% | -0.9% | +436.1% | +281.4% |
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