+913.9%
TDY vs AMBA
+818.6%
+95.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +3.2% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +4.8% | -8.6% | +13.4% | +6.2% |
| 3M | -6.9% | -29.0% | +22.0% | -2.4% |
| 6M | +3.5% | -19.2% | +22.7% | +4.4% |
| YTD | +26.0% | -13.0% | +39.0% | +24.6% |
| 1Y | +25.4% | -31.3% | +56.6% | +27.9% |
| 3Y | +70.9% | +28.1% | +42.8% | +51.3% |
| 5Y | +46.6% | -69.4% | +116.0% | +51.8% |
| 10Y | +468.9% | +7.6% | +461.2% | +347.7% |
| All | +913.9% | +818.6% | +95.3% | +457.3% |
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