-43.9%
ALB vs AMBA
-54.5%
+10.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.7% | -4.2% |
| 7D | -8.1% | -11.0% | +2.9% | -4.5% |
| 30D | +6.3% | -23.2% | +29.4% | +15.6% |
| 3M | -23.6% | -12.7% | -10.9% | -23.0% |
| 6M | -24.6% | +11.2% | -35.8% | -32.2% |
| YTD | -10.3% | -11.2% | +1.0% | -13.7% |
| 1Y | +61.5% | -22.5% | +84.0% | +60.0% |
| 3Y | -34.0% | -1.3% | -32.7% | -44.7% |
| All | -43.9% | -54.5% | +10.6% | -49.9% |
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 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