+50.4%
TER vs AMBA
-72.1%
+122.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -10.8% |
| 7D | -28.2% | -14.6% | -13.6% | -22.3% |
| 30D | -50.6% | -18.8% | -31.8% | -45.2% |
| 3M | -45.3% | -32.6% | -12.7% | -34.4% |
| 6M | -40.4% | -25.8% | -14.6% | -33.5% |
| YTD | +10.0% | -22.1% | +32.2% | +18.6% |
| 1Y | +13.6% | -36.2% | +49.8% | +31.1% |
| 3Y | +145.2% | +10.0% | +135.2% | +106.3% |
| 5Y | +50.4% | -71.6% | +121.9% | +80.8% |
| All | +50.4% | -72.1% | +122.4% | +80.8% |
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