-11.6%
ALC vs AMBA
-70.4%
+58.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.8% |
| 7D | +4.9% | -7.2% | +12.1% | +5.7% |
| 30D | +19.0% | -10.4% | +29.3% | +20.2% |
| 3M | +7.8% | -30.1% | +37.9% | +12.0% |
| 6M | +14.6% | -22.4% | +37.0% | +14.4% |
| YTD | -4.4% | -17.3% | +12.9% | -6.5% |
| 1Y | +1.4% | -35.4% | +36.8% | +2.8% |
| 3Y | +2.5% | +18.6% | -16.1% | -11.9% |
| All | -11.6% | -70.4% | +58.8% | -10.9% |
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