+20.9%
AAL vs AMBA
+722.2%
-701.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -3.0% |
| 7D | +1.2% | -14.6% | +15.7% | +4.8% |
| 30D | -0.5% | -18.8% | +18.3% | +4.0% |
| 3M | -22.0% | -32.6% | +10.6% | -15.1% |
| 6M | +4.5% | -25.8% | +30.3% | +7.3% |
| YTD | -15.7% | -22.1% | +6.5% | -15.1% |
| 1Y | -3.7% | -36.2% | +32.6% | +0.6% |
| 3Y | +7.9% | +10.0% | -2.1% | -5.3% |
| 5Y | -40.7% | -71.6% | +30.8% | -35.8% |
| 10Y | -66.3% | -4.7% | -61.6% | -73.2% |
| All | +20.9% | +722.2% | -701.3% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling