+243.2%
TPR vs AMBA
+837.3%
-594.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.3% | -11.0% | +8.7% | +0.1% |
| 30D | -23.0% | -23.2% | +0.2% | -18.7% |
| 3M | -12.5% | -12.7% | +0.2% | -12.6% |
| 6M | -21.4% | +11.2% | -32.6% | -26.7% |
| YTD | -3.5% | -11.2% | +7.7% | -6.0% |
| 1Y | +17.4% | -22.5% | +39.9% | +16.1% |
| 3Y | +291.3% | -1.3% | +292.6% | +248.4% |
| 5Y | +241.9% | -54.2% | +296.1% | +233.1% |
| 10Y | +322.7% | -6.1% | +328.8% | +231.5% |
| All | +243.2% | +837.3% | -594.1% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling