-68.4%
U vs AMBA
-70.4%
+2.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.1% | -0.6% | +2.7% |
| 7D | +36.6% | -7.2% | +43.8% | +40.2% |
| 30D | +13.3% | -10.4% | +23.7% | +18.2% |
| 3M | +26.2% | -30.1% | +56.3% | +46.2% |
| 6M | +88.7% | -22.4% | +111.2% | +88.6% |
| YTD | +16.6% | -17.3% | +33.9% | +9.9% |
| 1Y | +29.0% | -35.4% | +64.3% | +37.4% |
| 3Y | +99.5% | +18.6% | +80.9% | +27.3% |
| All | -68.4% | -70.4% | +2.0% | -66.8% |
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