+18.2%
TER vs AMBA
-32.7%
+50.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.6% | -0.5% |
| 7D | -20.5% | -7.2% | -13.2% | -17.1% |
| 30D | -47.0% | -10.4% | -36.6% | -43.8% |
| 3M | -43.3% | -30.1% | -13.2% | -32.9% |
| 6M | -42.9% | -22.4% | -20.5% | -37.7% |
| YTD | +12.9% | -17.3% | +30.2% | +15.6% |
| 1Y | +18.2% | -35.4% | +53.6% | +22.6% |
| All | +18.2% | -32.7% | +50.9% | +22.6% |
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