+33.9%
TER vs AMBA
-33.2%
+67.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.3% | +7.5% | +10.1% |
| 7D | -5.8% | 0.0% | -5.7% | -5.2% |
| 30D | -38.9% | -8.6% | -30.3% | -35.7% |
| 3M | -35.1% | -29.0% | -6.2% | -23.7% |
| 6M | -31.6% | -19.2% | -12.4% | -26.8% |
| YTD | +27.2% | -13.0% | +40.2% | +27.1% |
| All | +33.9% | -33.2% | +67.1% | +35.5% |
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 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