+155.7%
ALK vs AMBA
+837.3%
-681.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.7% | -11.0% | +10.3% | +1.7% |
| 30D | -19.2% | -23.2% | +3.9% | -14.9% |
| 3M | -1.5% | -12.7% | +11.2% | -1.2% |
| 6M | -13.1% | +11.2% | -24.3% | -17.7% |
| YTD | -16.4% | -11.2% | -5.2% | -17.5% |
| 1Y | -33.1% | -22.5% | -10.5% | -33.0% |
| 3Y | +0.6% | -1.3% | +1.9% | -8.2% |
| 5Y | -26.4% | -54.2% | +27.8% | -28.0% |
| 10Y | -34.2% | -6.1% | -28.0% | -47.3% |
| All | +155.7% | +837.3% | -681.6% | +49.3% |
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