+50.3%
TER vs AMBA
-32.6%
+82.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.5% |
| 7D | +5.9% | +2.6% | +3.3% | +5.2% |
| 30D | -30.8% | -3.6% | -27.2% | -28.9% |
| 3M | -29.9% | -24.6% | -5.3% | -19.9% |
| 6M | -27.5% | -21.6% | -5.8% | -21.5% |
| YTD | +37.5% | -11.8% | +49.3% | +36.6% |
| 1Y | +50.3% | -33.2% | +83.4% | +51.2% |
| All | +50.3% | -32.6% | +82.8% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling