-25.7%
AMBA vs ABCL
+138.2%
-163.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 7D | -8.1% | -10.0% | +1.9% | -6.9% |
| 30D | -10.8% | -10.9% | +0.1% | -9.7% |
| 3M | -25.9% | +101.6% | -127.6% | -33.4% |
| 6M | -13.9% | +167.5% | -181.4% | -30.4% |
| YTD | -14.0% | +259.1% | -273.1% | -38.1% |
| 1Y | -25.7% | +152.2% | -177.8% | -41.3% |
| All | -25.7% | +138.2% | -163.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling