+296.8%
TGT vs AMBA
+837.3%
-540.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | +0.8% | -11.0% | +11.7% | +1.9% |
| 30D | +12.2% | -23.2% | +35.4% | +15.1% |
| 3M | +33.8% | -12.7% | +46.5% | +33.6% |
| 6M | +39.3% | +11.2% | +28.1% | +34.2% |
| YTD | +72.9% | -11.2% | +84.1% | +70.1% |
| 1Y | +84.6% | -22.5% | +107.1% | +83.0% |
| 3Y | +46.2% | -1.3% | +47.5% | +36.8% |
| 5Y | -21.3% | -54.2% | +32.8% | -24.1% |
| 10Y | +213.5% | -6.1% | +219.6% | +171.0% |
| All | +296.8% | +837.3% | -540.5% | +192.2% |
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