+1,615.3%
TER vs AMBA
+722.2%
+893.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.4% | -5.8% | -11.9% |
| 7D | -28.2% | -14.6% | -13.6% | -23.7% |
| 30D | -50.6% | -18.8% | -31.8% | -46.5% |
| 3M | -45.3% | -32.6% | -12.7% | -37.1% |
| 6M | -40.4% | -25.8% | -14.6% | -34.7% |
| YTD | +10.0% | -22.1% | +32.2% | +17.8% |
| 1Y | +13.6% | -36.2% | +49.8% | +28.2% |
| 3Y | +145.2% | +10.0% | +135.2% | +123.3% |
| 5Y | +50.4% | -71.6% | +121.9% | +87.7% |
| 10Y | +882.9% | -4.7% | +887.7% | +722.5% |
| All | +1,615.3% | +722.2% | +893.1% | +839.9% |
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 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