+2,079.4%
ALM vs AMBA
+4.3%
+2,075.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.2% | -7.0% |
| 7D | -6.3% | -2.6% | -3.7% | -6.0% |
| 30D | -31.4% | -10.5% | -20.9% | -30.5% |
| 3M | -40.6% | -26.4% | -14.2% | -38.6% |
| 6M | -58.6% | -20.9% | -37.7% | -57.9% |
| YTD | -7.6% | -14.8% | +7.2% | -6.8% |
| 1Y | +13.8% | -36.1% | +49.9% | +17.0% |
| 3Y | +842.1% | +20.2% | +821.9% | +814.5% |
| 5Y | +407.4% | -67.2% | +474.6% | +403.8% |
| 10Y | +2,079.4% | +5.0% | +2,074.4% | +1,976.2% |
| All | +2,079.4% | +4.3% | +2,075.0% | +1,976.2% |
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