+189.7%
ALLY vs AMBA
-0.9%
+190.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -3.2% |
| 7D | +0.9% | -7.2% | +8.2% | +2.6% |
| 30D | +3.1% | -10.4% | +13.5% | +5.4% |
| 3M | -12.6% | -30.1% | +17.6% | -5.5% |
| 6M | -12.4% | -22.4% | +10.0% | -12.1% |
| YTD | -13.2% | -17.3% | +4.2% | -15.4% |
| 1Y | +1.8% | -35.4% | +37.2% | +5.1% |
| 3Y | +58.0% | +18.6% | +39.4% | +28.1% |
| 5Y | -8.4% | -69.8% | +61.4% | -3.0% |
| All | +189.7% | -0.9% | +190.5% | +91.6% |
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