+225.5%
TGT vs AMBA
+12.8%
+212.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.5% | +4.1% |
| 7D | +4.7% | 0.0% | +4.8% | +4.7% |
| 30D | +8.0% | -8.6% | +16.6% | +8.9% |
| 3M | +11.7% | -29.0% | +40.6% | +15.8% |
| 6M | +34.7% | -19.2% | +53.9% | +34.2% |
| YTD | +74.4% | -13.0% | +87.4% | +70.3% |
| 1Y | +89.2% | -31.3% | +120.5% | +90.1% |
| 3Y | +73.4% | +28.1% | +45.2% | +52.2% |
| 5Y | -24.0% | -69.4% | +45.4% | -24.5% |
| 10Y | +225.5% | +7.6% | +217.9% | +152.8% |
| All | +225.5% | +12.8% | +212.7% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling