+756.7%
ALNY vs AMBA
+799.6%
-42.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -5.2% | -2.6% | -2.5% | -4.8% |
| 30D | -34.8% | -10.5% | -24.3% | -33.5% |
| 3M | -30.1% | -26.4% | -3.7% | -26.4% |
| 6M | -48.6% | -20.9% | -27.7% | -48.7% |
| YTD | -61.9% | -14.8% | -47.1% | -63.0% |
| 1Y | -65.7% | -36.1% | -29.6% | -65.0% |
| 3Y | -6.3% | +20.2% | -26.6% | -22.3% |
| 5Y | -14.0% | -67.2% | +53.3% | -12.7% |
| 10Y | +231.4% | +5.0% | +226.4% | +118.7% |
| All | +756.7% | +799.6% | -42.8% | +245.7% |
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