+200.6%
W vs AMBA
+33.7%
+166.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.4% | +1.2% | -4.4% |
| 7D | -5.6% | -14.6% | +9.0% | +0.6% |
| 30D | +7.5% | -18.8% | +26.3% | +16.4% |
| 3M | +5.4% | -32.6% | +38.0% | +21.5% |
| 6M | +79.4% | -25.8% | +105.2% | +82.5% |
| YTD | +12.9% | -22.1% | +35.0% | +9.8% |
| 1Y | +12.4% | -36.2% | +48.6% | +17.1% |
| 3Y | +128.5% | +10.0% | +118.5% | +75.3% |
| 5Y | -54.0% | -71.6% | +17.6% | -43.0% |
| 10Y | +248.8% | -4.7% | +253.5% | +155.4% |
| All | +200.6% | +33.7% | +166.8% | +83.3% |
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 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