+145.5%
TER vs AMBA
+10.0%
+135.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -10.6% |
| 7D | -28.2% | -14.6% | -13.6% | -21.9% |
| 30D | -50.6% | -18.8% | -31.8% | -44.9% |
| 3M | -45.3% | -32.6% | -12.7% | -33.8% |
| 6M | -40.4% | -25.8% | -14.6% | -33.2% |
| YTD | +10.0% | -22.1% | +32.2% | +18.5% |
| 1Y | +13.6% | -36.2% | +49.8% | +31.1% |
| All | +145.5% | +10.0% | +135.5% | +96.0% |
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