+35.8%
ALC vs AMBA
+34.3%
+1.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.7% | +8.6% | +7.1% |
| 7D | +10.7% | -8.1% | +18.8% | +11.9% |
| 30D | +20.2% | -10.8% | +30.9% | +21.7% |
| 3M | +8.9% | -25.9% | +34.8% | +12.7% |
| 6M | +5.7% | -13.9% | +19.6% | +4.1% |
| YTD | -1.4% | -14.0% | +12.6% | -3.8% |
| 1Y | +4.7% | -25.7% | +30.4% | +4.0% |
| 3Y | +5.2% | +21.5% | -16.2% | -8.6% |
| 5Y | -8.3% | -68.9% | +60.6% | -7.1% |
| All | +35.8% | +34.3% | +1.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling