+219.2%
ALLE vs AMBA
-0.9%
+220.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.1% | -1.8% |
| 7D | -0.6% | -7.2% | +6.7% | +0.4% |
| 30D | +25.3% | -10.4% | +35.7% | +26.9% |
| 3M | +10.3% | -30.1% | +40.4% | +15.4% |
| 6M | +38.0% | -22.4% | +60.5% | +38.8% |
| YTD | +17.8% | -17.3% | +35.1% | +16.2% |
| 1Y | +13.6% | -35.4% | +49.0% | +16.0% |
| 3Y | +89.2% | +18.6% | +70.6% | +65.7% |
| 5Y | +51.1% | -69.8% | +120.9% | +53.5% |
| All | +219.2% | -0.9% | +220.1% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling