+35.8%
TDY vs AMBA
-53.5%
+89.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.1% |
| 7D | -0.9% | -6.4% | +5.5% | +0.1% |
| 30D | -12.5% | -26.8% | +14.4% | -8.2% |
| 3M | -1.2% | -7.6% | +6.4% | -1.4% |
| 6M | -6.6% | +21.2% | -27.8% | -11.6% |
| YTD | +18.5% | -10.4% | +28.9% | +16.9% |
| 1Y | +10.8% | -24.4% | +35.2% | +11.1% |
| 3Y | +47.5% | +6.0% | +41.5% | +33.4% |
| 5Y | +35.8% | -53.9% | +89.7% | +29.5% |
| All | +35.8% | -53.5% | +89.3% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling