-15.5%
ALC vs AMBA
-54.5%
+39.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -2.1% | -11.0% | +8.9% | -0.7% |
| 30D | -0.1% | -23.2% | +23.1% | +3.2% |
| 3M | +5.9% | -12.7% | +18.6% | +5.6% |
| 6M | -15.9% | +11.2% | -27.1% | -20.5% |
| YTD | -10.1% | -11.2% | +1.1% | -12.3% |
| 1Y | -10.2% | -22.5% | +12.3% | -11.4% |
| 3Y | -13.6% | -1.3% | -12.2% | -22.3% |
| All | -15.5% | -54.5% | +39.0% | -19.2% |
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