+32.9%
W vs AMBA
-1.0%
+33.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -4.2% | -11.0% | +6.8% | -0.3% |
| 30D | -7.6% | -23.2% | +15.6% | +1.1% |
| 3M | +37.2% | -12.7% | +49.9% | +35.1% |
| 6M | +26.3% | +11.2% | +15.1% | +7.4% |
| YTD | -1.0% | -11.2% | +10.2% | -8.3% |
| 1Y | +20.1% | -22.5% | +42.6% | +13.9% |
| All | +32.9% | -1.0% | +33.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling