-66.4%
AAL vs AMBA
+3.0%
-69.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.1% |
| 7D | +3.4% | +2.6% | +0.9% | +2.7% |
| 30D | +11.7% | -3.6% | +15.3% | +12.6% |
| 3M | -7.8% | -24.6% | +16.8% | -0.9% |
| 6M | +10.2% | -21.6% | +31.9% | +11.9% |
| YTD | -8.0% | -11.8% | +3.8% | -11.0% |
| 1Y | +8.5% | -33.2% | +41.7% | +12.8% |
| 3Y | +19.5% | +24.5% | -5.0% | -3.8% |
| 5Y | -33.9% | -67.7% | +33.8% | -29.9% |
| All | -66.4% | +3.0% | -69.4% | -78.6% |
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