-63.9%
XYZ vs AMBA
-70.4%
+6.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -0.6% |
| 7D | +12.1% | -7.2% | +19.4% | +15.1% |
| 30D | +12.4% | -10.4% | +22.7% | +16.3% |
| 3M | +8.2% | -30.1% | +38.3% | +22.1% |
| 6M | +20.7% | -22.4% | +43.1% | +20.0% |
| YTD | +31.3% | -17.3% | +48.7% | +22.9% |
| 1Y | +20.5% | -35.4% | +55.9% | +24.4% |
| 3Y | +72.6% | +18.6% | +54.0% | +11.6% |
| All | -63.9% | -70.4% | +6.5% | -61.8% |
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 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