-27.4%
U vs AMBA
+15.4%
-42.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.9% |
| 7D | +16.9% | +2.6% | +14.4% | +14.6% |
| 30D | +6.4% | -3.6% | +9.9% | +7.2% |
| 3M | +13.2% | -24.6% | +37.8% | +25.6% |
| 6M | +84.8% | -21.6% | +106.4% | +85.3% |
| YTD | +12.4% | -11.8% | +24.2% | +4.0% |
| 1Y | +19.8% | -33.2% | +53.0% | +25.7% |
| 3Y | +83.8% | +24.5% | +59.3% | +24.3% |
| 5Y | -72.7% | -67.7% | -5.1% | -70.7% |
| All | -27.4% | +15.4% | -42.7% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling