-63.4%
ALB vs AMBA
-69.7%
+6.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -5.8% | +2.7% | -8.4% | -6.6% |
| 30D | -4.5% | -2.2% | -2.4% | -4.4% |
| 3M | -28.1% | -26.6% | -1.4% | -21.5% |
| 6M | -53.2% | -26.8% | -26.4% | -51.3% |
| YTD | -33.3% | -15.1% | -18.2% | -35.6% |
| 1Y | -17.4% | -32.3% | +14.8% | -14.5% |
| 3Y | -14.1% | +19.8% | -33.9% | -33.4% |
| All | -63.4% | -69.7% | +6.4% | -63.2% |
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