+32.0%
TRV vs AMBA
-23.1%
+55.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | -1.5% |
| 7D | -0.3% | -7.2% | +7.0% | -0.7% |
| 30D | +9.6% | -10.4% | +20.0% | +8.9% |
| 3M | +2.7% | -30.1% | +32.9% | +0.6% |
| 6M | +32.0% | -22.4% | +54.5% | +31.7% |
| All | +32.0% | -23.1% | +55.1% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling