+2,022.9%
ALM vs AMBA
-0.9%
+2,023.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +1.4% |
| 7D | -6.7% | -7.2% | +0.6% | -5.8% |
| 30D | -32.9% | -10.4% | -22.5% | -32.0% |
| 3M | -39.5% | -30.1% | -9.4% | -37.1% |
| 6M | -62.0% | -22.4% | -39.6% | -61.2% |
| YTD | -7.8% | -17.3% | +9.5% | -6.8% |
| 1Y | +26.7% | -35.4% | +62.1% | +30.2% |
| 3Y | +825.4% | +18.6% | +806.7% | +800.2% |
| 5Y | +401.2% | -69.8% | +471.1% | +399.8% |
| All | +2,022.9% | -0.9% | +2,023.7% | +1,916.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling