+9.3%
XYZ vs AMBA
-20.7%
+29.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | -11.0% | +10.0% | -0.1% |
| 30D | -1.7% | -23.2% | +21.5% | +0.1% |
| 3M | +16.7% | -12.7% | +29.5% | +16.6% |
| 6M | +26.9% | +11.2% | +15.6% | +19.5% |
| YTD | +27.1% | -11.2% | +38.4% | +20.4% |
| 1Y | +9.3% | -22.5% | +31.8% | +5.0% |
| All | +9.3% | -20.7% | +29.9% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling