+384.1%
TPR vs AMBA
-6.6%
+390.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.4% | +16.5% | +9.5% |
| 7D | +13.9% | -14.6% | +28.4% | +18.1% |
| 30D | +14.9% | -18.8% | +33.7% | +20.3% |
| 3M | -15.4% | -32.6% | +17.2% | -7.6% |
| 6M | -4.5% | -25.8% | +21.3% | -3.4% |
| YTD | +6.0% | -22.1% | +28.1% | +4.3% |
| 1Y | +24.3% | -36.2% | +60.5% | +27.7% |
| 3Y | +412.8% | +10.0% | +402.8% | +314.4% |
| 5Y | +258.4% | -71.6% | +330.0% | +287.4% |
| All | +384.1% | -6.6% | +390.7% | +208.1% |
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