-34.2%
ALB vs AMBA
-1.0%
-33.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.2% |
| 7D | -8.1% | -11.0% | +2.9% | -4.6% |
| 30D | +6.3% | -23.2% | +29.4% | +15.3% |
| 3M | -23.6% | -12.7% | -10.9% | -23.0% |
| 6M | -24.6% | +11.2% | -35.8% | -32.8% |
| YTD | -10.3% | -11.2% | +1.0% | -14.2% |
| 1Y | +61.5% | -22.5% | +84.0% | +59.0% |
| All | -34.2% | -1.0% | -33.2% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling