+2.8%
ALC vs AMBA
-23.4%
+26.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.4% | +8.5% | -1.8% |
| 7D | +7.6% | -14.6% | +22.2% | +6.2% |
| 30D | +21.1% | -18.8% | +39.9% | +19.1% |
| 3M | +8.5% | -32.6% | +41.1% | +5.3% |
| 6M | +2.8% | -25.8% | +28.6% | +1.0% |
| All | +2.8% | -23.4% | +26.2% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling