+41.8%
ALM vs AMBA
-25.6%
+67.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -6.4% | -8.1% | +1.7% | -3.8% |
| 30D | -35.0% | -10.8% | -24.2% | -32.5% |
| 3M | -33.8% | -25.9% | -7.9% | -27.7% |
| 6M | -55.0% | -13.9% | -41.2% | -54.2% |
| YTD | -0.2% | -14.0% | +13.8% | -2.3% |
| 1Y | +41.8% | -25.7% | +67.5% | +40.9% |
| All | +41.8% | -25.6% | +67.4% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling