-64.8%
AAL vs AMBA
-9.0%
-55.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -3.7% | -11.0% | +7.2% | -0.6% |
| 30D | -20.8% | -23.2% | +2.4% | -14.8% |
| 3M | -1.3% | -12.7% | +11.4% | -1.0% |
| 6M | +5.4% | +11.2% | -5.8% | -3.1% |
| YTD | -14.4% | -11.2% | -3.1% | -16.6% |
| 1Y | +2.1% | -22.5% | +24.6% | +1.4% |
| 3Y | -10.6% | -1.3% | -9.2% | -22.5% |
| 5Y | -32.2% | -54.2% | +21.9% | -34.5% |
| All | -64.8% | -9.0% | -55.8% | -76.8% |
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