+4.2%
ALK vs AMBA
-1.0%
+5.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.7% | -11.0% | +10.3% | +2.2% |
| 30D | -19.2% | -23.2% | +3.9% | -13.9% |
| 3M | -1.5% | -12.7% | +11.2% | -1.3% |
| 6M | -13.1% | +11.2% | -24.3% | -20.1% |
| YTD | -16.4% | -11.2% | -5.2% | -18.9% |
| 1Y | -33.1% | -22.5% | -10.5% | -34.1% |
| All | +4.2% | -1.0% | +5.2% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling