-5.2%
ALNY vs AMBA
+17.1%
-22.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.6% | -0.8% |
| 7D | -5.5% | -7.2% | +1.7% | -5.1% |
| 30D | -30.5% | -10.4% | -20.1% | -30.1% |
| 3M | -27.8% | -30.1% | +2.3% | -26.6% |
| 6M | -48.5% | -22.4% | -26.1% | -48.6% |
| YTD | -60.8% | -17.3% | -43.4% | -61.4% |
| 1Y | -64.6% | -35.4% | -29.2% | -64.4% |
| All | -5.2% | +17.1% | -22.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling