+11.8%
AMBA vs ABCL
+139.9%
-128.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.4% | -0.1% | -7.3% |
| 7D | -14.6% | -14.9% | +0.3% | -11.4% |
| 30D | -18.8% | -15.4% | -3.4% | -15.8% |
| 3M | -32.6% | +88.0% | -120.6% | -44.1% |
| 6M | -25.8% | +138.8% | -164.6% | -44.8% |
| YTD | -22.1% | +225.4% | -247.6% | -48.5% |
| 1Y | -36.2% | +137.3% | -173.5% | -53.8% |
| All | +11.8% | +139.9% | -128.1% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling