-61.6%
ALB vs AMBA
-72.1%
+10.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.4% | +13.0% | +6.6% |
| 7D | +5.5% | -14.6% | +20.0% | +10.5% |
| 30D | -7.5% | -18.8% | +11.3% | -1.7% |
| 3M | -16.9% | -32.6% | +15.7% | -6.8% |
| 6M | -49.2% | -25.8% | -23.4% | -47.6% |
| YTD | -29.9% | -22.1% | -7.7% | -30.4% |
| 1Y | +8.2% | -36.2% | +44.4% | +13.8% |
| 3Y | -19.4% | +10.0% | -29.4% | -35.8% |
| 5Y | -61.6% | -71.6% | +9.9% | -59.7% |
| All | -61.6% | -72.1% | +10.5% | -59.7% |
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