+63.7%
TNA vs AMBA
+12.8%
+50.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.3% | +4.3% | +6.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.8% |
| 30D | +1.4% | -8.6% | +9.9% | +7.5% |
| 3M | -21.1% | -29.0% | +7.9% | -3.4% |
| 6M | -9.4% | -19.2% | +9.8% | -9.7% |
| YTD | +29.6% | -13.0% | +42.6% | +20.3% |
| 1Y | +34.6% | -31.3% | +65.9% | +43.6% |
| 3Y | +155.9% | +28.1% | +127.7% | +64.3% |
| 5Y | -44.2% | -69.4% | +25.3% | -14.4% |
| 10Y | +63.7% | +7.6% | +56.1% | -9.5% |
| All | +63.7% | +12.8% | +50.9% | -9.5% |
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