+33.0%
ALB vs AMBA
+4.3%
+28.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.2% | -3.6% |
| 7D | +5.3% | -2.6% | +7.9% | +5.7% |
| 30D | -6.3% | -10.5% | +4.2% | -3.5% |
| 3M | -27.4% | -26.4% | -1.0% | -21.1% |
| 6M | -53.1% | -20.9% | -32.2% | -52.5% |
| YTD | -32.3% | -14.8% | -17.5% | -34.4% |
| 1Y | -7.3% | -36.1% | +28.8% | -2.3% |
| 3Y | -14.9% | +20.2% | -35.2% | -31.5% |
| 5Y | -62.0% | -67.2% | +5.2% | -59.0% |
| 10Y | +33.0% | +5.0% | +28.1% | -9.9% |
| All | +33.0% | +4.3% | +28.7% | -9.9% |
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