-67.1%
AAL vs AMBA
-0.9%
-66.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +0.2% |
| 7D | +4.6% | -7.2% | +11.8% | +6.7% |
| 30D | +2.6% | -10.4% | +12.9% | +5.3% |
| 3M | -17.8% | -30.1% | +12.3% | -9.8% |
| 6M | +1.9% | -22.4% | +24.3% | +3.5% |
| YTD | -14.0% | -17.3% | +3.3% | -15.3% |
| 1Y | +0.2% | -35.4% | +35.6% | +5.0% |
| 3Y | +13.0% | +18.6% | -5.6% | -7.8% |
| 5Y | -39.6% | -69.8% | +30.2% | -34.8% |
| All | -67.1% | -0.9% | -66.3% | -78.7% |
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 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