-9.0%
ALC vs AMBA
-72.1%
+63.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.5% | +0.2% |
| 7D | +7.6% | -14.6% | +22.2% | +9.6% |
| 30D | +21.1% | -18.8% | +39.9% | +23.9% |
| 3M | +8.5% | -32.6% | +41.1% | +13.3% |
| 6M | +2.8% | -25.8% | +28.6% | +3.1% |
| YTD | -2.4% | -22.1% | +19.7% | -3.8% |
| 1Y | +3.5% | -36.2% | +39.7% | +4.8% |
| 3Y | +4.2% | +10.0% | -5.8% | -9.5% |
| 5Y | -9.0% | -71.6% | +62.6% | -8.3% |
| All | -9.0% | -72.1% | +63.1% | -8.3% |
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