+23.8%
ALC vs AMBA
+38.6%
-14.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -2.1% | -11.0% | +8.9% | -0.6% |
| 30D | -0.1% | -23.2% | +23.1% | +3.4% |
| 3M | +5.9% | -12.7% | +18.6% | +5.6% |
| 6M | -15.9% | +11.2% | -27.1% | -20.4% |
| YTD | -10.1% | -11.2% | +1.1% | -12.2% |
| 1Y | -10.2% | -22.5% | +12.3% | -11.3% |
| 3Y | -13.6% | -1.3% | -12.2% | -21.8% |
| 5Y | -15.1% | -54.2% | +39.0% | -18.8% |
| All | +23.8% | +38.6% | -14.8% | -8.0% |
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 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