+202.8%
TER vs AMBA
-54.5%
+257.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.6% | -11.0% | +11.6% | +6.0% |
| 30D | -8.3% | -23.2% | +14.9% | +3.1% |
| 3M | -12.2% | -12.7% | +0.5% | -7.9% |
| 6M | +17.1% | +11.2% | +5.9% | +8.5% |
| YTD | +84.7% | -11.2% | +95.9% | +86.5% |
| 1Y | +199.9% | -22.5% | +222.5% | +215.1% |
| 3Y | +232.8% | -1.3% | +234.1% | +190.1% |
| All | +202.8% | -54.5% | +257.4% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling