+2,778.7%
TER vs AMBA
+837.3%
+1,941.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.6% | -11.0% | +11.6% | +4.7% |
| 30D | -8.3% | -23.2% | +14.9% | +0.3% |
| 3M | -12.2% | -12.7% | +0.5% | -8.6% |
| 6M | +17.1% | +11.2% | +5.9% | +11.4% |
| YTD | +84.7% | -11.2% | +95.9% | +87.9% |
| 1Y | +199.9% | -22.5% | +222.5% | +215.3% |
| 3Y | +232.8% | -1.3% | +234.1% | +209.6% |
| 5Y | +198.6% | -54.2% | +252.7% | +222.9% |
| 10Y | +1,669.7% | -6.1% | +1,675.9% | +1,338.6% |
| All | +2,778.7% | +837.3% | +1,941.4% | +1,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling