+948.2%
ALM vs AMBA
-54.5%
+1,002.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.6% | -11.0% | +8.4% | -0.8% |
| 30D | +32.0% | -23.2% | +55.2% | +37.5% |
| 3M | -15.0% | -12.7% | -2.3% | -13.9% |
| 6M | -10.1% | +11.2% | -21.3% | -12.1% |
| YTD | +99.4% | -11.2% | +110.7% | +99.6% |
| 1Y | +316.4% | -22.5% | +338.9% | +321.0% |
| 3Y | +2,022.0% | -1.3% | +2,023.3% | +1,923.0% |
| All | +948.2% | -54.5% | +1,002.7% | +819.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling