+862.4%
TDY vs AMBA
+837.3%
+25.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | -1.8% | -11.0% | +9.1% | -0.1% |
| 30D | -10.7% | -23.2% | +12.5% | -7.1% |
| 3M | -1.3% | -12.7% | +11.4% | -0.7% |
| 6M | -10.6% | +11.2% | -21.8% | -14.0% |
| YTD | +19.6% | -11.2% | +30.8% | +18.3% |
| 1Y | +11.6% | -22.5% | +34.2% | +11.7% |
| 3Y | +45.2% | -1.3% | +46.5% | +34.2% |
| 5Y | +36.1% | -54.2% | +90.2% | +32.6% |
| 10Y | +458.8% | -6.1% | +465.0% | +347.3% |
| All | +862.4% | +837.3% | +25.2% | +429.1% |
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