-54.2%
W vs AMBA
-70.4%
+16.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.6% | -4.4% |
| 7D | -3.6% | -7.2% | +3.6% | -0.2% |
| 30D | +7.0% | -10.4% | +17.3% | +12.0% |
| 3M | +7.4% | -30.1% | +37.5% | +25.3% |
| 6M | +69.3% | -22.4% | +91.7% | +66.3% |
| YTD | +11.3% | -17.3% | +28.6% | +1.5% |
| 1Y | +13.2% | -35.4% | +48.6% | +16.7% |
| 3Y | +142.0% | +18.6% | +123.4% | +44.8% |
| All | -54.2% | -70.4% | +16.2% | -48.3% |
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