+390.7%
ALM vs AMBA
-72.1%
+462.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.4% | -0.1% | -7.9% |
| 7D | -14.5% | -14.6% | +0.1% | -12.1% |
| 30D | -39.0% | -18.8% | -20.2% | -36.7% |
| 3M | -40.3% | -32.6% | -7.7% | -36.3% |
| 6M | -60.3% | -25.8% | -34.5% | -58.8% |
| YTD | -9.8% | -22.1% | +12.4% | -7.5% |
| 1Y | +30.8% | -36.2% | +67.0% | +36.7% |
| 3Y | +772.4% | +10.0% | +762.4% | +739.5% |
| 5Y | +390.7% | -71.6% | +462.3% | +371.1% |
| All | +390.7% | -72.1% | +462.8% | +371.1% |
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