+52.5%
ALLE vs AMBA
-72.1%
+124.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.6% | -1.6% |
| 7D | 0.0% | -14.6% | +14.6% | +2.1% |
| 30D | +20.6% | -18.8% | +39.4% | +23.6% |
| 3M | +11.4% | -32.6% | +44.0% | +16.8% |
| 6M | +42.5% | -25.8% | +68.4% | +44.0% |
| YTD | +18.9% | -22.1% | +41.0% | +18.2% |
| 1Y | +14.2% | -36.2% | +50.4% | +16.5% |
| 3Y | +90.7% | +10.0% | +80.7% | +67.1% |
| 5Y | +52.5% | -71.6% | +124.0% | +44.7% |
| All | +52.5% | -72.1% | +124.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling