+181.5%
TER vs AMBA
+23.1%
+158.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.8% |
| 7D | -8.9% | -2.6% | -6.2% | -7.1% |
| 30D | -39.1% | -10.5% | -28.6% | -35.1% |
| 3M | -32.8% | -26.4% | -6.3% | -21.8% |
| 6M | -31.7% | -20.9% | -10.8% | -26.0% |
| YTD | +26.9% | -14.8% | +41.7% | +30.9% |
| 1Y | +33.6% | -36.1% | +69.6% | +54.4% |
| 3Y | +181.5% | +20.2% | +161.3% | +117.4% |
| All | +181.5% | +23.1% | +158.4% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling