-12.3%
TLT vs AMBA
+4.3%
-16.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.3% | -2.6% | +2.4% | -0.3% |
| 30D | +3.7% | -10.5% | +14.2% | +3.6% |
| 3M | -0.7% | -26.4% | +25.8% | -1.0% |
| 6M | -4.2% | -20.9% | +16.7% | -4.2% |
| YTD | -4.0% | -14.8% | +10.8% | -3.8% |
| 1Y | -5.8% | -36.1% | +30.2% | -6.1% |
| 3Y | +4.1% | +20.2% | -16.1% | +5.4% |
| 5Y | -34.8% | -67.2% | +32.4% | -36.2% |
| 10Y | -12.3% | +5.0% | -17.3% | -4.5% |
| All | -12.3% | +4.3% | -16.7% | -4.5% |
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