+194.7%
ALLY vs AMBA
-6.6%
+201.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.4% | +8.1% | +1.0% |
| 7D | -1.1% | -14.6% | +13.4% | +2.6% |
| 30D | +4.2% | -18.8% | +23.0% | +9.2% |
| 3M | -12.4% | -32.6% | +20.2% | -4.4% |
| 6M | -8.7% | -25.8% | +17.1% | -7.3% |
| YTD | -11.6% | -22.1% | +10.5% | -12.7% |
| 1Y | +0.2% | -36.2% | +36.4% | +3.5% |
| 3Y | +57.1% | +10.0% | +47.1% | +30.0% |
| 5Y | -6.8% | -71.6% | +64.7% | +0.2% |
| All | +194.7% | -6.6% | +201.3% | +97.9% |
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 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