-27.2%
TRU vs AMBA
-70.4%
+43.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -3.3% |
| 7D | +5.7% | -7.2% | +13.0% | +7.1% |
| 30D | +29.2% | -10.4% | +39.6% | +31.5% |
| 3M | +2.7% | -30.1% | +32.8% | +9.4% |
| 6M | +15.2% | -22.4% | +37.6% | +14.7% |
| YTD | -4.9% | -17.3% | +12.5% | -8.3% |
| 1Y | +3.4% | -35.4% | +38.8% | +5.4% |
| 3Y | +63.2% | +18.6% | +44.6% | +31.4% |
| All | -27.2% | -70.4% | +43.2% | -31.6% |
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