+443.0%
TDY vs AMBA
+4.2%
+438.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | -2.6% | -2.6% | 0.0% | -2.2% |
| 30D | +5.3% | -10.5% | +15.8% | +7.2% |
| 3M | -6.4% | -26.4% | +20.0% | -1.9% |
| 6M | +4.0% | -20.9% | +24.9% | +5.3% |
| YTD | +26.5% | -14.8% | +41.3% | +25.3% |
| 1Y | +24.2% | -36.1% | +60.3% | +28.6% |
| 3Y | +68.8% | +20.2% | +48.6% | +48.0% |
| 5Y | +45.9% | -67.2% | +113.1% | +50.3% |
| All | +443.0% | +4.2% | +438.8% | +287.0% |
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