+123.4%
ALLY vs AMBA
+100.5%
+23.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +3.7% | -11.0% | +14.6% | +6.3% |
| 30D | -2.3% | -23.2% | +20.9% | +3.4% |
| 3M | +3.8% | -12.7% | +16.5% | +3.7% |
| 6M | +9.7% | +11.2% | -1.5% | +1.7% |
| YTD | -1.4% | -11.2% | +9.8% | -4.2% |
| 1Y | +8.2% | -22.5% | +30.8% | +7.0% |
| 3Y | +66.5% | -1.3% | +67.8% | +47.4% |
| 5Y | +1.2% | -54.2% | +55.4% | -2.1% |
| 10Y | +191.4% | -6.1% | +197.5% | +120.3% |
| All | +123.4% | +100.5% | +23.0% | +57.6% |
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 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