+270.3%
ALLE vs AMBA
+180.8%
+89.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -0.2% | -11.0% | +10.7% | +1.3% |
| 30D | -6.8% | -23.2% | +16.4% | -3.5% |
| 3M | +21.0% | -12.7% | +33.7% | +21.2% |
| 6M | +1.1% | +11.2% | -10.1% | -3.2% |
| YTD | -0.5% | -11.2% | +10.7% | -2.1% |
| 1Y | -7.3% | -22.5% | +15.3% | -7.8% |
| 3Y | +42.3% | -1.3% | +43.6% | +30.8% |
| 5Y | +13.5% | -54.2% | +67.6% | +9.3% |
| 10Y | +144.0% | -6.1% | +150.2% | +95.0% |
| All | +270.3% | +180.8% | +89.6% | +154.9% |
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 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