+13.6%
ALLE vs AMBA
-32.7%
+46.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.1% | -1.2% |
| 7D | -0.6% | -7.2% | +6.7% | -0.3% |
| 30D | +25.3% | -10.4% | +35.7% | +25.7% |
| 3M | +10.3% | -30.1% | +40.4% | +11.9% |
| 6M | +38.0% | -22.4% | +60.5% | +37.9% |
| YTD | +17.8% | -17.3% | +35.1% | +15.6% |
| 1Y | +13.6% | -35.4% | +49.0% | +12.9% |
| All | +13.6% | -32.7% | +46.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling