+21.8%
ALK vs AMBA
+21.5%
+0.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.5% | +9.2% |
| 7D | +12.4% | -8.1% | +20.5% | +14.5% |
| 30D | +2.1% | -10.8% | +12.8% | +4.5% |
| 3M | -23.9% | -25.9% | +2.0% | -18.8% |
| 6M | +8.2% | -13.9% | +22.1% | +6.5% |
| YTD | -20.5% | -14.0% | -6.5% | -22.8% |
| 1Y | -1.0% | -25.7% | +24.6% | -1.3% |
| All | +21.8% | +21.5% | +0.4% | -6.4% |
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