-13.7%
ALB vs AMBA
+10.0%
-23.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.4% | +13.0% | +6.4% |
| 7D | +5.5% | -14.6% | +20.0% | +10.2% |
| 30D | -7.5% | -18.8% | +11.3% | -2.1% |
| 3M | -16.9% | -32.6% | +15.7% | -7.5% |
| 6M | -49.2% | -25.8% | -23.4% | -47.8% |
| YTD | -29.9% | -22.1% | -7.7% | -30.8% |
| 1Y | +8.2% | -36.2% | +44.4% | +13.5% |
| All | -13.7% | +10.0% | -23.7% | -41.9% |
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 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