+135.4%
ALK vs AMBA
+722.2%
-586.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.4% | +6.2% | -1.3% |
| 7D | +7.1% | -14.6% | +21.6% | +10.4% |
| 30D | -3.0% | -18.8% | +15.8% | +0.8% |
| 3M | -25.6% | -32.6% | +6.9% | -20.0% |
| 6M | +0.5% | -25.8% | +26.3% | +2.8% |
| YTD | -23.1% | -22.1% | -0.9% | -22.5% |
| 1Y | -7.5% | -36.2% | +28.7% | -3.8% |
| 3Y | +15.3% | +10.0% | +5.3% | +2.8% |
| 5Y | -34.8% | -71.6% | +36.8% | -30.7% |
| 10Y | -41.2% | -4.7% | -36.4% | -52.6% |
| All | +135.4% | +722.2% | -586.8% | +40.3% |
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 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