+54.6%
TER vs AMBA
-70.4%
+125.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.6% | -0.3% |
| 7D | -20.5% | -7.2% | -13.2% | -17.2% |
| 30D | -47.0% | -10.4% | -36.6% | -43.9% |
| 3M | -43.3% | -30.1% | -13.2% | -33.1% |
| 6M | -42.9% | -22.4% | -20.5% | -37.6% |
| YTD | +12.9% | -17.3% | +30.2% | +18.3% |
| 1Y | +18.2% | -35.4% | +53.6% | +35.6% |
| 3Y | +151.8% | +18.6% | +133.2% | +104.4% |
| All | +54.6% | -70.4% | +125.0% | +82.9% |
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