+163.6%
W vs AMBA
+52.5%
+111.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -4.2% | -11.0% | +6.8% | +0.4% |
| 30D | -7.6% | -23.2% | +15.6% | +2.5% |
| 3M | +37.2% | -12.7% | +49.9% | +35.0% |
| 6M | +26.3% | +11.2% | +15.1% | +9.0% |
| YTD | -1.0% | -11.2% | +10.2% | -7.4% |
| 1Y | +20.1% | -22.5% | +42.6% | +15.4% |
| 3Y | +37.8% | -1.3% | +39.1% | +12.9% |
| 5Y | -63.7% | -54.2% | -9.5% | -61.4% |
| 10Y | +156.3% | -6.1% | +162.4% | +85.9% |
| All | +163.6% | +52.5% | +111.1% | +54.6% |
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