+103.0%
ALLY vs AMBA
+94.2%
+8.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +4.2% |
| 7D | +2.4% | -8.1% | +10.5% | +4.2% |
| 30D | +5.6% | -10.8% | +16.3% | +7.9% |
| 3M | -11.7% | -25.9% | +14.2% | -6.4% |
| 6M | -7.0% | -13.9% | +6.8% | -8.7% |
| YTD | -10.4% | -14.0% | +3.6% | -12.9% |
| 1Y | +2.4% | -25.7% | +28.1% | +2.1% |
| 3Y | +59.2% | +21.5% | +37.8% | +33.6% |
| 5Y | -5.0% | -68.9% | +63.9% | -0.6% |
| 10Y | +204.5% | +5.2% | +199.3% | +127.0% |
| All | +103.0% | +94.2% | +8.8% | +43.3% |
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