-64.8%
Z vs AMBA
-54.5%
-10.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -3.0% | -11.0% | +8.0% | -0.2% |
| 30D | -4.2% | -23.2% | +19.0% | +2.1% |
| 3M | -3.7% | -12.7% | +9.0% | -4.4% |
| 6M | -24.5% | +11.2% | -35.7% | -31.8% |
| YTD | -49.3% | -11.2% | -38.1% | -51.6% |
| 1Y | -58.7% | -22.5% | -36.1% | -59.9% |
| 3Y | -34.1% | -1.3% | -32.8% | -46.1% |
| All | -64.8% | -54.5% | -10.3% | -67.7% |
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