-28.1%
TGT vs AMBA
-69.7%
+41.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | +2.6% | +2.7% | 0.0% | +2.3% |
| 30D | +4.7% | -2.2% | +6.9% | +4.7% |
| 3M | +4.6% | -26.6% | +31.2% | +8.0% |
| 6M | +34.9% | -26.8% | +61.6% | +36.3% |
| YTD | +70.9% | -15.1% | +86.0% | +66.8% |
| 1Y | +84.4% | -32.3% | +116.6% | +85.7% |
| 3Y | +69.1% | +19.8% | +49.3% | +45.5% |
| All | -28.1% | -69.7% | +41.6% | -34.3% |
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