-62.1%
ALB vs AMBA
-70.4%
+8.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.2% | -1.0% |
| 7D | +9.1% | -7.2% | +16.3% | +11.3% |
| 30D | -3.4% | -10.4% | +7.0% | -0.6% |
| 3M | -20.6% | -30.1% | +9.5% | -12.0% |
| 6M | -48.2% | -22.4% | -25.7% | -47.3% |
| YTD | -29.2% | -17.3% | -11.9% | -31.1% |
| 1Y | +10.0% | -35.4% | +45.4% | +15.6% |
| 3Y | -12.9% | +18.6% | -31.5% | -32.3% |
| All | -62.1% | -70.4% | +8.3% | -60.7% |
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