+447.5%
TRI vs AMBA
+818.6%
-371.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.3% | -9.1% | -4.1% |
| 7D | -11.4% | 0.0% | -11.4% | -11.5% |
| 30D | +4.9% | -8.6% | +13.5% | +5.4% |
| 3M | +7.0% | -29.0% | +36.0% | +9.1% |
| 6M | +18.2% | -19.2% | +37.4% | +17.5% |
| YTD | -14.8% | -13.0% | -1.8% | -16.1% |
| 1Y | -18.0% | -31.3% | +13.3% | -17.9% |
| 3Y | -12.0% | +28.1% | -40.1% | -19.0% |
| 5Y | -0.8% | -69.4% | +68.6% | -0.6% |
| 10Y | +220.1% | +7.6% | +212.5% | +174.0% |
| All | +447.5% | +818.6% | -371.1% | +307.9% |
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