-36.4%
AAL vs AMBA
-69.7%
+33.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.3% | +2.2% | +5.9% |
| 7D | +8.3% | 0.0% | +8.3% | +8.2% |
| 30D | +11.0% | -8.6% | +19.6% | +13.6% |
| 3M | -11.2% | -29.0% | +17.8% | -2.6% |
| 6M | +6.1% | -19.2% | +25.3% | +6.5% |
| YTD | -7.6% | -13.0% | +5.4% | -10.7% |
| 1Y | +3.7% | -31.3% | +35.0% | +6.7% |
| 3Y | +20.5% | +28.1% | -7.6% | -7.4% |
| 5Y | -36.4% | -69.4% | +33.1% | -39.1% |
| All | -36.4% | -69.7% | +33.4% | -39.1% |
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