+2,100.8%
ALM vs AMBA
-0.9%
+2,101.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.5% | +9.3% | +7.9% |
| 7D | +1.2% | +2.7% | -1.4% | +1.0% |
| 30D | -19.3% | -2.2% | -17.2% | -19.1% |
| 3M | -40.6% | -26.6% | -14.0% | -38.6% |
| 6M | -57.9% | -26.8% | -31.1% | -56.8% |
| YTD | -6.7% | -15.1% | +8.4% | -5.9% |
| 1Y | +20.2% | -32.3% | +52.4% | +23.0% |
| 3Y | +879.4% | +19.8% | +859.6% | +851.1% |
| 5Y | +415.3% | -69.2% | +484.5% | +412.6% |
| All | +2,100.8% | -0.9% | +2,101.7% | +1,989.4% |
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