-34.6%
TLT vs AMBA
-70.4%
+35.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.1% |
| 7D | +0.1% | -7.2% | +7.3% | +0.2% |
| 30D | +6.2% | -10.4% | +16.6% | +6.3% |
| 3M | -0.3% | -30.1% | +29.8% | -0.1% |
| 6M | -3.4% | -22.4% | +19.1% | -3.3% |
| YTD | -3.1% | -17.3% | +14.2% | -3.2% |
| 1Y | -5.2% | -35.4% | +30.2% | -5.1% |
| 3Y | +6.5% | +18.6% | -12.1% | +5.0% |
| All | -34.6% | -70.4% | +35.8% | -36.5% |
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 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