-9.7%
TRI vs AMBA
-50.1%
+40.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.4% | -10.2% | -2.2% |
| 7D | -8.4% | +2.5% | -10.9% | -8.5% |
| 30D | -6.5% | -16.1% | +9.7% | -5.7% |
| 3M | +18.6% | +4.6% | +13.9% | +16.9% |
| 6M | -10.4% | +29.2% | -39.6% | -14.2% |
| YTD | -23.7% | -2.9% | -20.8% | -25.2% |
| 1Y | -42.5% | -18.7% | -23.7% | -43.1% |
| 3Y | -19.3% | +14.9% | -34.2% | -25.3% |
| 5Y | -9.7% | -53.0% | +43.3% | -14.1% |
| All | -9.7% | -50.1% | +40.5% | -14.1% |
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 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