-33.8%
AMBA vs ABCL
-80.5%
+46.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.7% | -0.6% | +4.4% |
| 7D | -7.2% | -3.2% | -4.1% | -6.6% |
| 30D | -10.4% | -7.4% | -3.0% | -8.8% |
| 3M | -30.1% | +81.9% | -112.1% | -42.2% |
| 6M | -22.4% | +135.7% | -158.1% | -42.4% |
| YTD | -17.3% | +247.4% | -264.7% | -46.3% |
| 1Y | -35.4% | +162.3% | -197.6% | -54.7% |
| 3Y | +18.6% | +165.5% | -146.9% | -24.6% |
| 5Y | -69.8% | -21.3% | -48.5% | -75.6% |
| All | -33.8% | -80.5% | +46.7% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling