+27.3%
ALC vs AMBA
+37.7%
-10.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.6% |
| 7D | -6.3% | +2.6% | -8.9% | -6.7% |
| 30D | +12.6% | -3.6% | +16.2% | +12.8% |
| 3M | -3.8% | -24.6% | +20.8% | -0.8% |
| 6M | +16.8% | -21.6% | +38.4% | +16.8% |
| YTD | -7.6% | -11.8% | +4.2% | -10.3% |
| 1Y | -5.9% | -33.2% | +27.3% | -4.8% |
| 3Y | +0.6% | +24.5% | -23.9% | -13.0% |
| 5Y | -9.5% | -67.7% | +58.2% | -8.8% |
| All | +27.3% | +37.7% | -10.5% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling