-40.7%
AAL vs AMBA
-72.1%
+31.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -2.4% |
| 7D | +1.2% | -14.6% | +15.7% | +5.8% |
| 30D | -0.5% | -18.8% | +18.3% | +5.2% |
| 3M | -22.0% | -32.6% | +10.6% | -13.3% |
| 6M | +4.5% | -25.8% | +30.3% | +7.4% |
| YTD | -15.7% | -22.1% | +6.5% | -15.8% |
| 1Y | -3.7% | -36.2% | +32.6% | +1.0% |
| 3Y | +7.9% | +10.0% | -2.1% | -13.2% |
| 5Y | -40.7% | -71.6% | +30.8% | -41.0% |
| All | -40.7% | -72.1% | +31.3% | -41.0% |
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 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