+24.3%
TPR vs AMBA
-33.1%
+57.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.4% | +16.5% | +7.3% |
| 7D | +13.9% | -14.6% | +28.4% | +14.3% |
| 30D | +14.9% | -18.8% | +33.7% | +15.6% |
| 3M | -15.4% | -32.6% | +17.2% | -14.0% |
| 6M | -4.5% | -25.8% | +21.3% | -5.0% |
| YTD | +6.0% | -22.1% | +28.1% | +2.9% |
| 1Y | +24.3% | -36.2% | +60.5% | +19.5% |
| All | +24.3% | -33.1% | +57.4% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling