+316.4%
ALM vs AMBA
-20.7%
+337.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.6% | -11.0% | +8.4% | +0.8% |
| 30D | +32.0% | -23.2% | +55.2% | +42.8% |
| 3M | -15.0% | -12.7% | -2.3% | -13.3% |
| 6M | -10.1% | +11.2% | -21.3% | -16.6% |
| YTD | +99.4% | -11.2% | +110.7% | +93.5% |
| 1Y | +316.4% | -22.5% | +338.9% | +298.6% |
| All | +316.4% | -20.7% | +337.0% | +298.6% |
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 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