-32.8%
AAL vs AMBA
-54.5%
+21.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -3.7% | -11.0% | +7.2% | -0.5% |
| 30D | -20.8% | -23.2% | +2.4% | -14.7% |
| 3M | -1.3% | -12.7% | +11.4% | -1.1% |
| 6M | +5.4% | +11.2% | -5.8% | -3.8% |
| YTD | -14.4% | -11.2% | -3.1% | -17.0% |
| 1Y | +2.1% | -22.5% | +24.6% | +1.0% |
| 3Y | -10.6% | -1.3% | -9.2% | -24.5% |
| All | -32.8% | -54.5% | +21.7% | -37.2% |
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