+356.2%
TPR vs AMBA
-0.9%
+357.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -0.3% | +2.7% | -3.0% | -1.0% |
| 30D | +15.1% | -2.2% | +17.3% | +14.9% |
| 3M | +3.5% | -26.6% | +30.2% | +10.5% |
| 6M | +0.4% | -26.8% | +27.2% | +2.2% |
| YTD | +4.6% | -15.1% | +19.7% | +0.5% |
| 1Y | +33.1% | -32.3% | +65.4% | +35.0% |
| 3Y | +396.0% | +19.8% | +376.2% | +291.9% |
| 5Y | +230.3% | -69.2% | +299.5% | +250.1% |
| All | +356.2% | -0.9% | +357.1% | +183.7% |
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