-16.6%
TLT vs AMBA
-0.9%
-15.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | +0.1% |
| 7D | +0.1% | -7.2% | +7.3% | 0.0% |
| 30D | +6.2% | -10.4% | +16.6% | +6.0% |
| 3M | +0.1% | -30.1% | +30.2% | -0.4% |
| 6M | -3.0% | -22.4% | +19.5% | -3.0% |
| YTD | -2.7% | -17.3% | +14.6% | -2.6% |
| 1Y | -4.8% | -35.4% | +30.5% | -5.1% |
| 3Y | +6.9% | +18.6% | -11.7% | +8.3% |
| 5Y | -34.5% | -69.8% | +35.4% | -36.0% |
| All | -16.6% | -0.9% | -15.7% | -9.4% |
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