-14.0%
Z vs AMBA
-6.6%
-7.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.4% | -1.2% | -8.0% |
| 7D | -2.3% | -14.6% | +12.3% | +2.3% |
| 30D | +9.4% | -18.8% | +28.1% | +15.5% |
| 3M | -16.1% | -32.6% | +16.5% | -7.3% |
| 6M | -30.4% | -25.8% | -4.6% | -29.6% |
| YTD | -55.6% | -22.1% | -33.5% | -56.5% |
| 1Y | -58.5% | -36.2% | -22.3% | -57.2% |
| 3Y | -19.6% | +10.0% | -29.6% | -37.5% |
| 5Y | -54.1% | -71.6% | +17.4% | -49.7% |
| All | -14.0% | -6.6% | -7.4% | -45.6% |
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 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