+1,107.4%
V vs AMBA
+837.3%
+270.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.7% | -11.0% | +9.2% | -0.3% |
| 30D | +2.0% | -23.2% | +25.1% | +5.2% |
| 3M | +17.4% | -12.7% | +30.1% | +17.2% |
| 6M | +17.5% | +11.2% | +6.3% | +12.4% |
| YTD | +7.6% | -11.2% | +18.8% | +5.6% |
| 1Y | +7.7% | -22.5% | +30.3% | +6.7% |
| 3Y | +54.7% | -1.3% | +56.0% | +41.8% |
| 5Y | +73.0% | -54.2% | +127.2% | +66.5% |
| 10Y | +390.9% | -6.1% | +397.0% | +289.9% |
| All | +1,107.4% | +837.3% | +270.1% | +621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling