+8.2%
ALK vs AMBA
-15.4%
+23.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.5% | +8.9% |
| 7D | +12.4% | -8.1% | +20.5% | +13.3% |
| 30D | +2.1% | -10.8% | +12.8% | +3.2% |
| 3M | -23.9% | -25.9% | +2.0% | -21.5% |
| 6M | +8.2% | -13.9% | +22.1% | +9.0% |
| All | +8.2% | -15.4% | +23.6% | +9.0% |
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