+46.6%
ALLE vs AMBA
-15.4%
+62.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.8% |
| 7D | +6.7% | -8.1% | +14.7% | +6.7% |
| 30D | +25.4% | -10.8% | +36.1% | +25.4% |
| 3M | +16.9% | -25.9% | +42.9% | +17.4% |
| 6M | +46.6% | -13.9% | +60.4% | +46.1% |
| All | +46.6% | -15.4% | +62.0% | +46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling