+240.4%
TPR vs AMBA
-54.5%
+294.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.3% | -11.0% | +8.7% | +0.4% |
| 30D | -23.0% | -23.2% | +0.2% | -18.1% |
| 3M | -12.5% | -12.7% | +0.2% | -12.8% |
| 6M | -21.4% | +11.2% | -32.6% | -28.2% |
| YTD | -3.5% | -11.2% | +7.7% | -7.0% |
| 1Y | +17.4% | -22.5% | +39.9% | +15.1% |
| 3Y | +291.3% | -1.3% | +292.6% | +231.4% |
| All | +240.4% | -54.5% | +294.9% | +195.6% |
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