+2.8%
TLT vs AMBA
+21.7%
-18.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.1% |
| 30D | +1.0% | -2.2% | +3.2% | +1.0% |
| 3M | -2.7% | -26.6% | +23.9% | -2.7% |
| 6M | -4.1% | -26.8% | +22.6% | -4.1% |
| YTD | -5.4% | -15.1% | +9.8% | -5.4% |
| 1Y | -7.0% | -32.3% | +25.2% | -7.0% |
| 3Y | +2.8% | +19.8% | -17.0% | +3.3% |
| All | +2.8% | +21.7% | -18.9% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling