-63.1%
W vs AMBA
-54.5%
-8.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -4.2% | -11.0% | +6.8% | +1.4% |
| 30D | -7.6% | -23.2% | +15.6% | +4.8% |
| 3M | +37.2% | -12.7% | +49.9% | +33.4% |
| 6M | +26.3% | +11.2% | +15.1% | +2.6% |
| YTD | -1.0% | -11.2% | +10.2% | -10.8% |
| 1Y | +20.1% | -22.5% | +42.6% | +11.4% |
| 3Y | +37.8% | -1.3% | +39.1% | -1.8% |
| All | -63.1% | -54.5% | -8.6% | -61.9% |
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