+69.4%
ALLY vs AMBA
-1.0%
+70.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +3.7% | -11.0% | +14.6% | +5.9% |
| 30D | -2.3% | -23.2% | +20.9% | +2.6% |
| 3M | +3.8% | -12.7% | +16.5% | +3.7% |
| 6M | +9.7% | +11.2% | -1.5% | +0.8% |
| YTD | -1.4% | -11.2% | +9.8% | -4.7% |
| 1Y | +8.2% | -22.5% | +30.8% | +6.4% |
| All | +69.4% | -1.0% | +70.4% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling