+22.2%
Z vs AMBA
-47.5%
+69.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.7% | +11.2% | +9.9% |
| 7D | +10.2% | -8.1% | +18.2% | +12.6% |
| 30D | +23.7% | -10.8% | +34.4% | +26.8% |
| 3M | -6.6% | -25.9% | +19.4% | 0.0% |
| 6M | -23.0% | -13.9% | -9.1% | -25.4% |
| YTD | -50.3% | -14.0% | -36.3% | -52.6% |
| 1Y | -53.6% | -25.7% | -27.9% | -54.3% |
| 3Y | -10.1% | +21.5% | -31.5% | -30.4% |
| 5Y | -49.8% | -68.9% | +19.2% | -46.6% |
| 10Y | -1.6% | +5.2% | -6.8% | -34.1% |
| All | +22.2% | -47.5% | +69.7% | -23.0% |
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