-5.3%
ALC vs AMBA
-35.5%
+30.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.7% | +3.1% |
| 7D | -1.1% | +2.7% | -3.8% | -1.0% |
| 30D | +16.0% | -2.2% | +18.2% | +16.0% |
| 3M | +0.8% | -26.6% | +27.5% | +0.3% |
| 6M | +16.8% | -26.8% | +43.6% | +16.4% |
| YTD | -5.5% | -15.1% | +9.6% | -8.0% |
| 1Y | -5.3% | -32.3% | +27.0% | -6.5% |
| All | -5.3% | -35.5% | +30.2% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling