+543.0%
XYZ vs AMBA
+2.7%
+540.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.3% | -0.6% |
| 7D | +9.2% | -14.6% | +23.8% | +15.5% |
| 30D | +9.8% | -18.8% | +28.6% | +17.9% |
| 3M | -0.2% | -32.6% | +32.4% | +13.8% |
| 6M | +18.0% | -25.8% | +43.8% | +19.8% |
| YTD | +29.1% | -22.1% | +51.2% | +25.1% |
| 1Y | +14.1% | -36.2% | +50.3% | +18.1% |
| 3Y | +72.6% | +10.0% | +62.6% | +26.5% |
| 5Y | -64.6% | -71.6% | +7.0% | -58.3% |
| 10Y | +590.0% | -4.7% | +594.7% | +345.5% |
| All | +543.0% | +2.7% | +540.3% | +275.0% |
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 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