+599.6%
XYZ vs AMBA
-7.1%
+606.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | -1.0% | -11.0% | +10.0% | +3.4% |
| 30D | -1.7% | -23.2% | +21.5% | +8.3% |
| 3M | +16.7% | -12.7% | +29.5% | +15.6% |
| 6M | +26.9% | +11.2% | +15.6% | +10.1% |
| YTD | +27.1% | -11.2% | +38.4% | +18.4% |
| 1Y | +9.3% | -22.5% | +31.8% | +4.9% |
| 3Y | +42.3% | -1.3% | +43.6% | +10.9% |
| 5Y | -69.3% | -54.2% | -15.2% | -69.5% |
| All | +599.6% | -7.1% | +606.6% | +320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling