-69.4%
U vs AMBA
-54.5%
-14.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -3.8% | -11.0% | +7.1% | +1.5% |
| 30D | +17.5% | -23.2% | +40.6% | +32.6% |
| 3M | +38.7% | -12.7% | +51.4% | +37.7% |
| 6M | +104.4% | +11.2% | +93.2% | +70.1% |
| YTD | -5.7% | -11.2% | +5.5% | -12.5% |
| 1Y | +3.7% | -22.5% | +26.2% | +1.2% |
| 3Y | +12.3% | -1.3% | +13.6% | -16.5% |
| All | -69.4% | -54.5% | -14.9% | -71.9% |
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 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