+7,705.7%
ALM vs AMBA
+252.3%
+7,453.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -2.6% | -11.0% | +8.4% | -2.0% |
| 30D | +32.0% | -23.2% | +55.2% | +33.9% |
| 3M | -15.0% | -12.7% | -2.3% | -14.6% |
| 6M | -10.1% | +11.2% | -21.3% | -10.5% |
| YTD | +99.4% | -11.2% | +110.7% | +99.8% |
| 1Y | +316.4% | -22.5% | +338.9% | +318.1% |
| 3Y | +2,022.0% | -1.3% | +2,023.3% | +2,005.0% |
| 5Y | +941.2% | -54.2% | +995.3% | +924.3% |
| 10Y | +2,950.3% | -6.1% | +2,956.5% | +3,041.1% |
| All | +7,705.7% | +252.3% | +7,453.4% | +15,807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling